Commodities Portfolio

Comprehensive Strategy Analysis • 2006-01-01 to 2025-07-25

XAUUSD

Best: Bullish Engulfing ⏰ 1d
PSR
0.797
Sharpe Ratio
1.244
Total Orders
438
Net Profit
44.00%
Average Win
20.41%
Average Loss
-5.12%
Annual Return
44.00%
Max Drawdown
-24.51%
Win Rate
0.2%
Profit/Loss Ratio
5.06
Alpha
-0.087
Beta
0.910
Sortino Ratio
0.908
Total Fees
$4,334.34
Strategy Capacity
$3,565,650
Portfolio Turnover
0.80%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bullish Engulfing 1d 2.421 74.2% -9.5% 0.3% 🏆 BEST
2 Stan Weinstein 1d 2.359 7.6% -23.3% 0.3%
3 Support Vector Machines 1d 2.280 21.9% -26.3% 0.6%
4 Buyandhold 1d 2.269 -16.2% -6.4% 0.5%
5 Adx 1d 2.201 27.8% -28.6% 0.3%
6 Improved Index Trend 1d 2.189 61.1% -25.6% 0.5%
7 Rnn Linear Regression 1d 2.138 73.6% -20.6% 0.7%
8 Confident Trend 1d 2.134 64.2% -26.2% 0.7%
9 Turtle Trading 1d 2.073 36.9% -26.4% 0.6%
10 Larry Williams 1d 2.052 78.4% -13.9% 0.6%
11 Face The Train 1d 1.992 69.9% -27.5% 0.6%
12 Pullback 1d 1.963 -4.3% -23.3% 0.6%
13 Weekly Breakout 1d 1.949 -18.6% -22.8% 0.5%
14 Ride The Aggression 1d 1.949 10.7% -12.8% 0.3%
15 Decision Tree 1d 1.930 36.9% -23.3% 0.4%
16 Neural Networks Recurrent Neural 1d 1.823 75.8% -25.4% 0.4%
17 Inside Day 1d 1.785 48.2% -11.3% 0.4%
18 Donchian Boyt 1d 1.785 -1.2% -23.0% 0.7%
19 Decision Tree 3 1d 1.755 -14.9% -11.8% 0.5%
20 Rsi 1d 1.685 38.0% -9.2% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-09-13 00:00:00 BUY $496.32 144 $500,441.02 $71.47 1,602 $490,441.02 $-2,732,723.76
2023-10-09 00:00:00 SELL $97.73 677 $291,048.45 $66.17 97 $281,048.45 $-2,189,472.97
2023-10-23 00:00:00 SELL $454.01 1 $372,200.29 $0.45 0 $362,200.29 $0.00
2023-10-30 00:00:00 BUY $385.95 170 $314,109.81 $65.61 170 $304,109.81 $-1,095,973.68
2023-11-13 00:00:00 SELL $338.53 79 $421,387.45 $26.74 181 $411,387.45 $-1,537,578.20
2024-01-18 00:00:00 SELL $249.15 6 $372,654.33 $1.49 3 $362,654.33 $-505,093.69
2024-02-10 00:00:00 BUY $154.40 36 $15,929.30 $5.56 179 $5,929.30 $-63,401.89
2024-02-18 00:00:00 SELL $369.36 54 $253,069.25 $19.95 614 $243,069.25 $-1,162,087.40
2024-02-19 00:00:00 BUY $51.53 723 $121,111.68 $37.26 795 $111,111.68 $-272,278.03
2024-03-06 00:00:00 BUY $111.78 18 $7,074.11 $2.01 35 $-2,925.89 $-7,388.03
2024-03-10 00:00:00 SELL $64.21 26 $24,154.67 $1.67 32 $14,154.67 $-63,572.74
2024-03-14 00:00:00 SELL $217.86 225 $233,881.78 $49.02 21 $223,881.78 $-435,096.01
2024-04-03 00:00:00 BUY $309.18 16 $281,485.36 $4.95 16 $271,485.36 $-791,198.29
2024-04-18 00:00:00 BUY $269.56 213 $271,798.40 $57.42 323 $261,798.40 $-510,473.75
2024-04-24 00:00:00 SELL $63.62 19 $164,688.62 $1.21 94 $154,688.62 $-297,869.81
2024-04-25 00:00:00 SELL $286.49 173 $321,665.74 $49.56 26 $311,665.74 $-921,003.99
2024-05-03 00:00:00 SELL $356.62 34 $371,746.72 $12.12 1 $361,746.72 $-1,083,337.89
2024-05-14 00:00:00 BUY $213.19 92 $329,271.18 $19.61 110 $319,271.18 $-554,476.22
2024-06-08 00:00:00 BUY $75.95 67 $16,225.03 $5.09 68 $6,225.03 $-51,478.70
2024-06-22 00:00:00 SELL $281.26 19 $101,656.16 $5.34 10 $91,656.16 $-175,140.52
2024-06-22 00:00:00 SELL $328.61 247 $202,198.17 $81.17 548 $192,198.17 $-170,420.08
2024-07-14 00:00:00 SELL $432.90 50 $462,104.51 $21.64 119 $452,104.51 $-1,701,287.64
2024-07-23 00:00:00 BUY $382.38 5 $15,143.25 $1.91 5 $5,143.25 $-36,725.21
2024-07-28 00:00:00 SELL $56.07 24 $512,183.64 $1.35 40 $502,183.64 $-3,116,431.96
2024-08-03 00:00:00 SELL $393.14 219 $478,837.49 $86.10 103 $468,837.49 $-2,741,897.49
2024-08-11 00:00:00 SELL $192.41 268 $1,263,332.54 $51.57 102 $1,253,332.54 $-4,557,498.88
2024-09-18 00:00:00 SELL $122.30 201 $10,518,530.61 $24.58 15 $10,508,530.61 $-11,360,602.49
2024-10-04 00:00:00 SELL $468.41 247 $479,306.70 $115.70 53 $469,306.70 $-1,489,475.65
2024-11-15 00:00:00 SELL $430.69 27 $253,006.07 $11.63 347 $243,006.07 $-1,193,626.74
2024-11-15 00:00:00 SELL $217.93 61 $433,339.77 $13.29 239 $423,339.77 $-3,010,845.90
2024-11-28 00:00:00 BUY $76.96 87 $30,182.32 $6.70 87 $20,182.32 $-68,967.80
2024-12-04 00:00:00 BUY $75.95 651 $194,046.00 $49.44 651 $184,046.00 $-390,228.78
2024-12-04 00:00:00 SELL $483.22 404 $10,493,973.04 $195.22 216 $10,483,973.04 $-11,258,060.81
2024-12-15 00:00:00 SELL $130.68 91 $2,091,006.41 $11.89 39 $2,081,006.41 $-5,840,396.62
2025-01-19 00:00:00 SELL $115.20 264 $7,322,419.54 $30.41 8 $7,312,419.54 $-9,537,736.45
2025-02-03 00:00:00 BUY $95.11 7,656 $8,390,552.37 $728.16 8,034 $8,380,552.37 $-20,153,368.68
2025-02-05 00:00:00 SELL $273.46 57 $345,417.73 $15.59 61 $335,417.73 $-1,210,516.45
2025-02-07 00:00:00 SELL $433.67 15 $1,988,681.28 $6.51 50 $1,978,681.28 $-7,033,289.18
2025-02-22 00:00:00 BUY $408.46 207 $394,670.19 $84.55 260 $384,670.19 $-1,408,100.70
2025-02-27 00:00:00 SELL $176.87 14 $16,665.13 $2.48 12 $6,665.13 $-51,740.96
2025-02-27 00:00:00 SELL $361.05 24 $32,811.11 $8.67 8 $22,811.11 $-62,738.94
2025-03-03 00:00:00 SELL $454.19 3 $16,522.20 $1.36 29 $6,522.20 $-2,685.61
2025-03-22 00:00:00 SELL $272.74 13 $372,200.30 $3.55 18 $362,200.30 $-1,156,676.56
2025-03-29 00:00:00 SELL $69.76 241 $308,733.35 $16.81 0 $298,733.35 $0.00
2025-04-01 00:00:00 BUY $282.04 135 $298,647.19 $38.07 532 $288,647.19 $-2,823,551.93
2025-04-03 00:00:00 SELL $256.48 147 $353,313.74 $37.70 204 $343,313.74 $-1,881,067.12
2025-04-06 00:00:00 BUY $114.34 2,638 $8,024,699.45 $301.63 3,682 $8,014,699.45 $-18,367,933.58
2025-06-04 00:00:00 SELL $68.78 95 $485,364.62 $6.53 8 $475,364.62 $-2,781,840.80
2025-06-15 00:00:00 SELL $395.39 7,448 $10,102,084.83 $2944.89 1,119 $10,092,084.83 $-10,919,992.11
2025-07-18 00:00:00 BUY $428.89 39 $363,955.36 $16.73 90 $353,955.36 $-450,514.24
SUMMARY (418 total orders) $363,955.36 $54747.52 - $44.00% -

XAGUSD

Best: Inside Day ⏰ 1d
PSR
0.855
Sharpe Ratio
0.981
Total Orders
474
Net Profit
24.36%
Average Win
21.51%
Average Loss
-7.49%
Annual Return
24.36%
Max Drawdown
-16.22%
Win Rate
0.2%
Profit/Loss Ratio
5.56
Alpha
0.189
Beta
0.987
Sortino Ratio
0.678
Total Fees
$4,535.50
Strategy Capacity
$997,640
Portfolio Turnover
1.79%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Inside Day 1d 2.418 46.0% -12.7% 0.5% 🏆 BEST
2 Confident Trend 1d 2.348 8.0% -9.1% 0.3%
3 Rnn Linear Regression 1d 2.280 19.4% -22.4% 0.6%
4 Wheel Strategy 1d 2.197 31.2% -5.2% 0.3%
5 Multi Layer Ema 1d 2.152 32.1% -14.6% 0.6%
6 Russell Rebalancing Strategy 1d 2.034 68.0% -28.7% 0.4%
7 Mfi 1d 2.010 19.2% -25.2% 0.6%
8 Macd 1d 1.928 32.1% -23.6% 0.4%
9 Bitcoin 1d 1.882 72.3% -17.0% 0.6%
10 Machine Learning Rsi 1d 1.747 -19.2% -9.0% 0.3%
11 Rsi 1d 1.721 -12.5% -15.7% 0.7%
12 Face The Train 1d 1.692 -19.2% -20.2% 0.3%
13 Buyandhold 1d 1.604 18.1% -10.2% 0.6%
14 Trend Risk Protection 1d 1.574 34.2% -9.3% 0.4%
15 Decision Tree 2 1d 1.491 -14.4% -8.4% 0.5%
16 Crude Oil 1d 1.411 9.0% -5.9% 0.6%
17 Turtle Trading 1d 1.405 9.7% -24.2% 0.4%
18 Bollinger Bands 1d 1.391 0.9% -22.2% 0.4%
19 Adx 1d 1.344 32.4% -12.2% 0.7%
20 Linear Regression Pca 1d 1.305 59.8% -24.8% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-04-10 00:00:00 BUY $399.35 2 $14,672.49 $0.80 23 $4,672.49 $-52,062.16
2023-04-18 00:00:00 SELL $443.66 1 $68,165.14 $0.44 41 $58,165.14 $-116,291.19
2023-04-20 00:00:00 SELL $204.17 17 $21,008.52 $3.47 13 $11,008.52 $-47,924.54
2023-05-10 00:00:00 SELL $254.78 1 $19,304.10 $0.25 0 $9,304.10 $0.00
2023-05-23 00:00:00 BUY $171.94 48 $32,152.92 $8.25 48 $22,152.92 $-921,864.92
2023-06-01 00:00:00 SELL $281.87 10 $41,636.89 $2.82 7 $31,636.89 $-80,095.65
2023-06-27 00:00:00 SELL $204.53 287 $152,799.30 $58.70 10 $142,799.30 $-613,522.24
2023-07-09 00:00:00 SELL $360.79 20 $35,990.17 $7.22 17 $25,990.17 $-959,182.40
2023-07-14 00:00:00 SELL $286.60 25 $129,569.22 $7.17 184 $119,569.22 $-276,923.81
2023-07-23 00:00:00 BUY $461.25 8 $80,717.81 $3.69 34 $70,717.81 $-145,071.21
2023-08-22 00:00:00 BUY $495.01 2 $10,493.80 $0.99 81 $493.80 $10,600.64
2023-10-01 00:00:00 BUY $75.10 108 $24,860.59 $8.11 134 $14,860.59 $-89,095.89
2023-10-03 00:00:00 SELL $347.96 23 $32,855.63 $8.00 111 $22,855.63 $-68,647.08
2023-10-23 00:00:00 SELL $328.68 1 $7,432.25 $0.33 1 $-2,567.75 $-5,801.55
2023-12-27 00:00:00 SELL $416.54 2 $42,777.47 $0.83 4 $32,777.47 $-86,332.98
2024-01-16 00:00:00 BUY $478.45 81 $121,458.07 $38.75 143 $111,458.07 $-645,528.83
2024-02-04 00:00:00 BUY $490.75 64 $78,632.52 $31.41 64 $68,632.52 $-786,811.25
2024-03-09 00:00:00 BUY $196.02 718 $337,974.03 $140.74 2,238 $327,974.03 $-1,703,115.48
2024-05-01 00:00:00 SELL $97.11 795 $1,458,296.44 $77.20 597 $1,448,296.44 $-3,544,998.03
2024-05-21 00:00:00 BUY $198.36 76 $64,044.27 $15.08 546 $54,044.27 $-179,069.69
2024-06-19 00:00:00 SELL $397.20 1,357 $2,928,251.76 $539.00 631 $2,918,251.76 $-7,112,730.25
2024-06-22 00:00:00 SELL $154.63 423 $2,529,527.48 $65.41 1,164 $2,519,527.48 $-7,646,980.08
2024-06-23 00:00:00 SELL $323.24 5 $18,090.27 $1.62 10 $8,090.27 $-58,813.47
2024-07-08 00:00:00 SELL $415.66 198 $192,304.71 $82.30 13 $182,304.71 $-654,771.69
2024-07-11 00:00:00 SELL $120.66 310 $222,277.34 $37.41 50 $212,277.34 $-1,373,067.59
2024-07-21 00:00:00 SELL $283.06 12 $84,411.53 $3.40 26 $74,411.53 $-153,394.21
2024-07-22 00:00:00 BUY $379.37 335 $976,246.54 $127.09 374 $966,246.54 $-2,947,246.70
2024-08-15 00:00:00 BUY $363.15 3 $7,881.88 $1.09 3 $-2,118.12 $-1,293.19
2024-08-27 00:00:00 BUY $51.15 356 $140,981.13 $18.21 356 $130,981.13 $-1,276,587.65
2024-09-04 00:00:00 SELL $225.62 8 $16,475.67 $1.80 15 $6,475.67 $-58,661.57
2024-09-12 00:00:00 SELL $274.02 1 $6,780.87 $0.27 5 $-3,219.13 $-4,760.13
2024-09-18 00:00:00 SELL $498.25 1 $40,346.11 $0.50 1 $30,346.11 $-76,608.34
2024-09-20 00:00:00 SELL $79.27 3,061 $2,061,143.42 $242.65 1,518 $2,051,143.42 $-6,286,444.39
2024-10-18 00:00:00 BUY $191.07 37 $48,240.66 $7.07 144 $38,240.66 $-849,381.36
2024-10-21 00:00:00 BUY $271.23 29 $38,511.08 $7.87 48 $28,511.08 $-925,352.26
2024-10-28 00:00:00 SELL $314.27 1 $18,281.78 $0.31 5 $8,281.78 $-12,552.97
2024-11-02 00:00:00 SELL $165.11 265 $2,531,397.77 $43.76 378 $2,521,397.77 $-6,868,701.82
2024-11-28 00:00:00 BUY $120.56 7 $38,117.22 $0.84 11 $28,117.22 $-927,948.19
2025-01-04 00:00:00 SELL $426.78 1 $806,542.25 $0.43 0 $796,542.25 $0.00
2025-02-25 00:00:00 SELL $264.44 925 $1,272,662.94 $244.61 1,742 $1,262,662.94 $-3,571,879.88
2025-03-01 00:00:00 SELL $213.04 30 $14,643.75 $6.39 57 $4,643.75 $-20,574.56
2025-05-11 00:00:00 SELL $412.86 79 $115,917.44 $32.62 32 $105,917.44 $-224,385.00
2025-05-15 00:00:00 BUY $393.49 11 $16,675.80 $4.33 24 $6,675.80 $-41,134.96
2025-05-22 00:00:00 SELL $343.86 4 $44,151.52 $1.38 0 $34,151.52 $0.00
2025-05-27 00:00:00 BUY $213.49 30 $93,865.43 $6.40 71 $83,865.43 $-480,183.25
2025-06-05 00:00:00 SELL $441.97 4 $2,684,130.93 $1.77 7 $2,674,130.93 $-6,403,684.88
2025-06-15 00:00:00 SELL $306.94 51 $84,002.33 $15.65 105 $74,002.33 $-1,001,623.35
2025-07-18 00:00:00 SELL $132.11 146 $109,783.32 $19.29 1 $99,783.32 $-818,087.44
2025-07-20 00:00:00 SELL $313.43 8 $41,286.32 $2.51 10 $31,286.32 $-947,699.14
2025-07-21 00:00:00 SELL $403.36 40 $37,140.80 $16.13 5 $27,140.80 $-71,867.44
SUMMARY (452 total orders) $37,140.80 $19152.29 - $24.36% -

XPTUSD

Best: Wheel Strategy ⏰ 1d
PSR
0.476
Sharpe Ratio
1.440
Total Orders
359
Net Profit
18.96%
Average Win
25.88%
Average Loss
-6.11%
Annual Return
18.96%
Max Drawdown
-10.71%
Win Rate
0.3%
Profit/Loss Ratio
2.51
Alpha
0.148
Beta
1.178
Sortino Ratio
1.134
Total Fees
$3,723.37
Strategy Capacity
$2,659,060
Portfolio Turnover
1.62%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Wheel Strategy 1d 2.419 48.7% -12.7% 0.6% 🏆 BEST
2 Buyandhold 1d 2.398 22.3% -20.4% 0.6%
3 Stan Weinstein 1d 2.339 18.9% -19.5% 0.4%
4 Svm Rnn 1d 2.337 13.6% -17.7% 0.6%
5 Crude Oil 1d 2.321 42.8% -7.8% 0.4%
6 Multi Layer Ema 1d 2.296 41.2% -13.1% 0.5%
7 Support Vector Machines 1d 2.211 27.5% -10.6% 0.5%
8 Linear Regression 1d 2.207 76.0% -16.4% 0.4%
9 Mfi 1d 2.185 69.1% -7.5% 0.3%
10 Bollinger Bands 1d 2.142 32.9% -13.5% 0.7%
11 Donchian Boyt 1d 2.095 69.7% -14.1% 0.3%
12 Neural Networks Recurrent Neural 1d 1.994 65.3% -29.0% 0.5%
13 Turtle Trading 1d 1.991 -2.2% -22.7% 0.3%
14 Lazy Trend Follower 1d 1.985 49.2% -24.1% 0.6%
15 Ais Micro Test Diversity Gap 1d 1.818 32.5% -9.0% 0.4%
16 Adx 1d 1.577 60.2% -11.2% 0.4%
17 Larry Williams 1d 1.513 79.2% -28.9% 0.3%
18 Decision Tree 1d 1.327 19.1% -27.1% 0.5%
19 Weekly Breakout 1d 1.247 43.6% -18.0% 0.3%
20 Face The Train 1d 1.235 79.3% -10.2% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-03-31 00:00:00 BUY $263.94 5 $3,403.86 $1.32 5 $-6,596.14 $-32,744.25
2022-04-08 00:00:00 SELL $421.36 1 $8,092.36 $0.42 2 $-1,907.64 $-20,160.63
2022-04-22 00:00:00 BUY $190.72 10 $8,090.91 $1.91 10 $-1,909.09 $1,907.18
2022-04-27 00:00:00 SELL $240.92 1 $4,811.86 $0.24 0 $-5,188.14 $0.00
2022-06-05 00:00:00 SELL $55.02 2 $1,154.16 $0.11 2 $-8,845.84 $-65,211.33
2022-07-06 00:00:00 BUY $122.63 4 $2,223.23 $0.49 6 $-7,776.77 $-76,592.86
2022-07-07 00:00:00 SELL $356.12 1 $4,685.99 $0.36 13 $-5,314.01 $-36,221.29
2022-07-12 00:00:00 BUY $408.90 3 $8,831.04 $1.23 5 $-1,168.96 $-104,066.49
2022-07-24 00:00:00 SELL $445.28 1 $1,432.90 $0.45 0 $-8,567.10 $0.00
2022-08-01 00:00:00 BUY $471.61 6 $7,310.04 $2.83 7 $-2,689.96 $-14,872.42
2022-09-06 00:00:00 BUY $486.58 1 $1,569.31 $0.49 1 $-8,430.69 $-82,645.10
2022-10-18 00:00:00 SELL $87.95 4 $4,977.65 $0.35 1 $-5,022.35 $-55,280.14
2022-12-30 00:00:00 BUY $424.89 1 $1,250.07 $0.42 1 $-8,749.93 $-83,859.65
2023-01-14 00:00:00 BUY $221.71 1 $959.71 $0.22 1 $-9,040.29 $-65,501.40
2023-01-25 00:00:00 BUY $88.22 10 $2,102.06 $0.88 20 $-7,897.94 $-36,846.74
2023-01-29 00:00:00 BUY $180.33 6 $6,814.52 $1.08 10 $-3,185.48 $-20,328.62
2023-02-01 00:00:00 SELL $480.88 3 $2,423.23 $1.44 1 $-7,576.77 $-70,603.92
2023-02-12 00:00:00 SELL $440.26 3 $4,526.75 $1.32 0 $-5,473.25 $0.00
2023-04-14 00:00:00 SELL $127.08 2 $5,169.06 $0.25 0 $-4,830.94 $0.00
2023-04-17 00:00:00 SELL $382.14 2 $4,451.95 $0.76 0 $-5,548.05 $0.00
2023-04-24 00:00:00 SELL $391.66 2 $4,488.06 $0.78 1 $-5,511.94 $-47,402.59
2023-05-25 00:00:00 BUY $441.79 1 $3,628.40 $0.44 6 $-6,371.60 $-29,492.16
2023-06-24 00:00:00 BUY $133.91 3 $1,290.65 $0.40 3 $-8,709.35 $-64,271.74
2023-06-30 00:00:00 SELL $179.26 6 $4,993.24 $1.08 0 $-5,006.76 $0.00
2023-07-01 00:00:00 BUY $477.81 1 $1,428.92 $0.48 3 $-8,571.08 $-59,917.52
2023-07-05 00:00:00 BUY $399.10 1 $1,039.08 $0.40 1 $-8,960.92 $-68,073.96
2023-07-05 00:00:00 BUY $397.02 4 $3,745.62 $1.59 7 $-6,254.38 $-90,639.42
2023-09-12 00:00:00 SELL $132.66 1 $3,147.05 $0.13 1 $-6,852.95 $-58,695.61
2023-11-11 00:00:00 SELL $110.30 2 $3,014.52 $0.22 2 $-6,985.48 $-58,607.66
2023-11-20 00:00:00 SELL $308.01 1 $3,695.60 $0.31 1 $-6,304.40 $-75,374.29
2023-11-24 00:00:00 SELL $347.48 4 $4,209.47 $1.39 8 $-5,790.53 $-27,754.94
2024-01-23 00:00:00 BUY $451.95 2 $2,745.82 $0.90 4 $-7,254.18 $-34,530.73
2024-01-26 00:00:00 BUY $348.35 2 $3,650.63 $0.70 2 $-6,349.37 $-34,945.13
2024-02-23 00:00:00 BUY $211.63 3 $5,335.28 $0.63 3 $-4,664.72 $-92,148.78
2024-02-27 00:00:00 BUY $221.52 3 $3,207.30 $0.66 3 $-6,792.70 $-45,644.73
2024-04-12 00:00:00 BUY $493.08 3 $3,888.61 $1.48 3 $-6,111.39 $-31,105.47
2024-04-22 00:00:00 SELL $92.96 1 $5,904.40 $0.09 1 $-4,095.60 $-53,998.21
2024-05-26 00:00:00 SELL $363.68 1 $2,884.35 $0.36 1 $-7,115.65 $-59,238.51
2024-06-02 00:00:00 BUY $319.23 4 $4,626.20 $1.28 5 $-5,373.80 $-52,495.02
2024-06-14 00:00:00 BUY $110.66 10 $3,573.23 $1.11 17 $-6,426.77 $-102,192.44
2024-07-24 00:00:00 BUY $120.31 10 $2,985.14 $1.20 10 $-7,014.86 $-36,204.92
2024-08-03 00:00:00 BUY $113.07 8 $3,906.37 $0.90 8 $-6,093.63 $-101,200.25
2024-10-14 00:00:00 BUY $124.46 1 $671.73 $0.12 4 $-9,328.27 $-64,051.15
2024-10-23 00:00:00 SELL $201.85 1 $6,594.24 $0.20 0 $-3,405.76 $0.00
2024-11-12 00:00:00 BUY $472.40 2 $7,810.38 $0.94 17 $-2,189.62 $3,432.96
2024-11-27 00:00:00 BUY $252.70 1 $786.13 $0.25 2 $-9,213.87 $-68,366.77
2025-03-09 00:00:00 SELL $251.24 2 $2,213.34 $0.50 7 $-7,786.66 $-70,712.81
2025-03-15 00:00:00 SELL $84.20 2 $4,200.80 $0.17 1 $-5,799.20 $-45,291.60
2025-05-14 00:00:00 SELL $331.00 14 $10,219.33 $4.63 8 $219.33 $-5,112.87
2025-07-15 00:00:00 BUY $401.74 1 $1,006.71 $0.40 1 $-8,993.29 $-64,919.63
SUMMARY (324 total orders) $1,006.71 $236.60 - $18.96% -

XPDUSD

Best: Bollinger Bands ⏰ 1d
PSR
0.733
Sharpe Ratio
1.288
Total Orders
137
Net Profit
12.69%
Average Win
25.35%
Average Loss
-5.47%
Annual Return
12.69%
Max Drawdown
-7.73%
Win Rate
0.4%
Profit/Loss Ratio
5.93
Alpha
0.094
Beta
0.509
Sortino Ratio
0.533
Total Fees
$1,986.17
Strategy Capacity
$236,246
Portfolio Turnover
1.62%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bollinger Bands 1d 2.472 77.8% -14.0% 0.4% 🏆 BEST
2 Bullish Engulfing 1d 2.383 47.1% -15.6% 0.5%
3 Support Vector Machines 1d 2.336 78.1% -10.9% 0.6%
4 Russell Rebalancing Strategy 1d 2.300 -7.1% -5.0% 0.7%
5 Face The Train 1d 2.254 59.7% -12.7% 0.3%
6 Bitcoin 1d 2.160 -19.8% -11.1% 0.7%
7 Multi Layer Ema 1d 2.141 67.7% -12.6% 0.6%
8 Machine Learning Rsi 1d 2.116 -16.3% -8.1% 0.3%
9 Ais Micro Test Diversity Gap 1d 2.115 15.8% -6.3% 0.4%
10 Wheel Strategy 1d 2.076 32.8% -7.0% 0.6%
11 Counter Punsh 1d 1.989 25.7% -29.0% 0.5%
12 Macd 1d 1.923 16.2% -16.4% 0.4%
13 Stable Mean Revert 1d 1.883 60.8% -8.5% 0.3%
14 Donchian Channels Breakout 1d 1.820 30.2% -25.5% 0.7%
15 Markov 1d 1.762 52.9% -24.3% 0.4%
16 Rsi 1d 1.754 -19.9% -24.4% 0.3%
17 Adx 1d 1.733 43.3% -29.8% 0.4%
18 Rnn Linear Regression 1d 1.670 73.3% -27.9% 0.7%
19 Weekly Breakout 1d 1.534 -6.6% -25.3% 0.3%
20 Linear Regression Pca 1d 1.430 76.0% -19.4% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-10-09 00:00:00 SELL $431.15 8 $20,482.06 $3.45 3 $10,482.06 $-14,957.96
2019-10-13 00:00:00 SELL $419.58 1 $18,851.91 $0.42 25 $8,851.91 $-74,135.00
2019-10-19 00:00:00 SELL $268.82 13 $17,480.00 $3.49 8 $7,480.00 $-92,305.79
2020-02-23 00:00:00 SELL $327.03 1 $17,142.32 $0.33 13 $7,142.32 $-126,305.32
2020-03-04 00:00:00 BUY $450.14 2 $22,045.11 $0.90 2 $12,045.11 $-61,759.41
2020-04-07 00:00:00 SELL $400.32 1 $14,706.48 $0.40 11 $4,706.48 $-22,930.39
2020-04-07 00:00:00 SELL $381.85 3 $20,462.27 $1.15 1 $10,462.27 $-99,425.16
2020-05-28 00:00:00 BUY $204.72 27 $13,597.22 $5.53 30 $3,597.22 $-113,141.48
2020-08-31 00:00:00 SELL $493.45 1 $19,747.09 $0.49 3 $9,747.09 $-10,962.75
2020-09-12 00:00:00 SELL $172.26 1 $19,450.49 $0.17 0 $9,450.49 $0.00
2020-09-22 00:00:00 BUY $346.21 11 $17,036.28 $3.81 11 $7,036.28 $-8,634.76
2020-11-07 00:00:00 SELL $183.29 3 $19,461.42 $0.55 3 $9,461.42 $-97,489.07
2020-12-23 00:00:00 SELL $188.38 5 $23,369.73 $0.94 3 $13,369.73 $-77,779.71
2021-01-12 00:00:00 SELL $423.11 1 $19,278.40 $0.42 1 $9,278.40 $-21,442.04
2021-01-17 00:00:00 BUY $64.84 12 $11,826.16 $0.78 59 $1,826.16 $-28,415.30
2021-01-27 00:00:00 BUY $415.39 12 $13,862.29 $4.98 37 $3,862.29 $-69,255.33
2021-07-28 00:00:00 SELL $57.03 3 $19,130.31 $0.17 3 $9,130.31 $-119,112.13
2021-09-25 00:00:00 BUY $287.20 5 $8,562.56 $1.44 5 $-1,437.44 $1,436.01
2021-10-08 00:00:00 BUY $110.07 43 $13,367.47 $4.73 53 $3,367.47 $-61,662.28
2021-12-31 00:00:00 BUY $431.75 11 $14,306.55 $4.75 12 $4,306.55 $-17,403.71
2022-01-10 00:00:00 SELL $425.58 11 $19,254.13 $4.68 4 $9,254.13 $-10,740.81
2022-03-18 00:00:00 SELL $147.00 8 $16,685.99 $1.18 15 $6,685.99 $-122,605.68
2022-05-03 00:00:00 SELL $273.70 7 $15,511.18 $1.92 23 $5,511.18 $-118,515.65
2022-06-07 00:00:00 SELL $358.26 13 $18,020.22 $4.66 40 $8,020.22 $-57,898.47
2022-09-22 00:00:00 BUY $231.30 18 $22,290.81 $4.16 18 $12,290.81 $-42,075.94
2022-10-15 00:00:00 SELL $464.15 1 $19,756.30 $0.46 0 $9,756.30 $0.00
2022-11-13 00:00:00 SELL $351.35 1 $19,292.61 $0.35 1 $9,292.61 $-104,154.06
2022-11-25 00:00:00 BUY $279.73 14 $14,577.48 $3.92 15 $4,577.48 $-4,330.90
2022-11-29 00:00:00 SELL $69.86 11 $18,959.40 $0.77 6 $8,959.40 $-118,864.03
2022-12-13 00:00:00 SELL $369.45 4 $17,073.22 $1.48 2 $7,073.22 $-26,595.04
2023-02-14 00:00:00 SELL $204.18 10 $15,953.82 $2.04 32 $5,953.82 $-71,811.21
2023-03-25 00:00:00 SELL $270.06 24 $22,428.80 $6.48 8 $12,428.80 $-76,184.35
2023-08-10 00:00:00 BUY $76.67 24 $6,352.27 $1.84 36 $-3,647.73 $-2,331.62
2023-08-30 00:00:00 SELL $437.98 1 $23,807.27 $0.44 2 $13,807.27 $-77,468.89
2023-10-16 00:00:00 BUY $319.41 14 $12,519.35 $4.47 38 $2,519.35 $-95,125.49
2023-12-11 00:00:00 SELL $199.81 1 $8,762.17 $0.20 4 $-1,237.83 $-636.76
2024-01-06 00:00:00 BUY $241.28 6 $16,941.57 $1.45 37 $6,941.57 $-47,203.39
2024-01-16 00:00:00 SELL $66.03 12 $16,640.35 $0.79 45 $6,640.35 $-95,067.77
2024-02-10 00:00:00 SELL $256.70 4 $22,946.29 $1.03 0 $12,946.29 $0.00
2024-04-10 00:00:00 BUY $362.94 14 $11,855.39 $5.08 51 $1,855.39 $-39,068.82
2024-04-17 00:00:00 BUY $492.00 8 $18,105.19 $3.94 10 $8,105.19 $-58,640.00
2024-08-18 00:00:00 SELL $221.96 2 $17,516.69 $0.44 0 $7,516.69 $0.00
2024-09-21 00:00:00 SELL $225.79 43 $21,920.53 $9.71 4 $11,920.53 $-61,756.54
2024-10-12 00:00:00 SELL $232.13 1 $26,458.33 $0.23 0 $16,458.33 $0.00
2024-10-28 00:00:00 SELL $174.69 4 $18,178.07 $0.70 4 $8,178.07 $-93,757.59
2024-10-30 00:00:00 BUY $438.90 4 $14,928.65 $1.76 19 $4,928.65 $-116,471.64
2024-11-18 00:00:00 SELL $478.29 3 $20,083.83 $1.43 2 $10,083.83 $-114,073.73
2024-12-27 00:00:00 SELL $157.51 23 $17,481.35 $3.62 14 $7,481.35 $-87,404.19
2025-04-15 00:00:00 SELL $331.18 1 $19,962.96 $0.33 6 $9,962.96 $-109,747.92
2025-06-18 00:00:00 SELL $91.58 4 $12,221.35 $0.37 47 $2,221.35 $-58,355.38
SUMMARY (127 total orders) $12,221.35 $282.33 - $12.69% -

USOIL

Best: Machine Learning Rsi ⏰ 1d
PSR
0.498
Sharpe Ratio
0.850
Total Orders
238
Net Profit
28.30%
Average Win
26.94%
Average Loss
-5.34%
Annual Return
28.30%
Max Drawdown
-19.36%
Win Rate
0.4%
Profit/Loss Ratio
3.91
Alpha
0.169
Beta
1.493
Sortino Ratio
0.399
Total Fees
$1,391.94
Strategy Capacity
$3,972,987
Portfolio Turnover
2.47%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Machine Learning Rsi 1d 2.482 28.7% -25.4% 0.5% 🏆 BEST
2 Ride The Aggression 1d 2.371 13.1% -29.3% 0.6%
3 Improved Index Trend 1d 2.364 39.7% -19.7% 0.6%
4 Linear Regression Pca 1d 2.323 17.8% -5.9% 0.6%
5 Counter Punsh 1d 2.310 -6.8% -9.3% 0.5%
6 Rnn Linear Regression 1d 2.307 47.6% -20.2% 0.6%
7 Neural Networks Recurrent Neural 1d 2.285 33.8% -21.5% 0.3%
8 Wheel Strategy 1d 2.263 52.6% -14.8% 0.6%
9 Decision Tree 2 1d 2.217 35.8% -14.5% 0.5%
10 Adx 1d 2.149 29.5% -26.0% 0.5%
11 Linear Regression 1d 2.145 40.3% -10.3% 0.3%
12 Stan Weinstein 1d 2.113 44.2% -17.7% 0.3%
13 Confident Trend 1d 2.086 -11.0% -12.1% 0.3%
14 Donchian Channels Breakout 1d 2.079 46.5% -17.2% 0.7%
15 Weekly Breakout 1d 2.068 -17.0% -23.8% 0.3%
16 Buyandhold 1d 1.955 69.1% -24.7% 0.3%
17 Macd 1d 1.886 54.1% -14.5% 0.5%
18 Crude Oil 1d 1.758 79.1% -25.4% 0.3%
19 Rsi 1d 1.584 -0.9% -23.7% 0.6%
20 Inside Day 1d 1.547 45.0% -18.2% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-08-01 00:00:00 BUY $426.38 2 $8,302.67 $0.85 2 $-1,697.33 $-60,748.66
2022-08-07 00:00:00 BUY $287.84 3 $6,277.71 $0.86 3 $-3,722.29 $-14,418.52
2022-11-26 00:00:00 SELL $124.87 1 $7,565.89 $0.12 3 $-2,434.11 $-19,772.30
2022-12-15 00:00:00 BUY $51.91 49 $6,380.26 $2.54 49 $-3,619.74 $-59,910.79
2022-12-18 00:00:00 SELL $485.66 12 $37,640.80 $5.83 0 $27,640.80 $0.00
2022-12-29 00:00:00 SELL $440.43 12 $31,818.74 $5.29 12 $21,818.74 $-113,051.92
2023-01-14 00:00:00 SELL $217.21 1 $6,775.51 $0.22 1 $-3,224.49 $-35,242.19
2023-01-22 00:00:00 BUY $415.36 1 $6,330.41 $0.42 3 $-3,669.59 $-13,620.62
2023-02-06 00:00:00 BUY $171.45 8 $21,857.45 $1.37 13 $11,857.45 $-185,481.53
2023-02-25 00:00:00 SELL $140.34 4 $19,275.76 $0.56 29 $9,275.76 $-80,345.81
2023-04-01 00:00:00 SELL $460.23 1 $34,991.00 $0.46 1 $24,991.00 $-107,807.54
2023-04-29 00:00:00 SELL $270.84 3 $7,142.11 $0.81 0 $-2,857.89 $0.00
2023-05-13 00:00:00 BUY $168.77 2 $4,793.97 $0.34 2 $-5,206.03 $-25,413.93
2023-06-20 00:00:00 SELL $484.96 1 $6,802.23 $0.48 3 $-3,197.77 $-37,423.52
2023-07-06 00:00:00 SELL $181.08 61 $32,242.14 $11.05 15 $22,242.14 $-105,551.53
2023-08-11 00:00:00 SELL $171.03 2 $5,114.61 $0.34 0 $-4,885.39 $0.00
2023-08-22 00:00:00 SELL $390.86 3 $10,969.15 $1.17 1 $969.15 $-50,788.23
2023-09-15 00:00:00 SELL $255.47 2 $32,059.56 $0.51 3 $22,059.56 $-111,392.16
2023-11-28 00:00:00 BUY $110.86 70 $21,207.15 $7.76 76 $11,207.15 $-92,082.32
2024-01-24 00:00:00 SELL $317.14 1 $10,371.80 $0.32 0 $371.80 $0.00
2024-03-03 00:00:00 SELL $254.48 4 $23,230.41 $1.02 5 $13,230.41 $-186,437.98
2024-03-27 00:00:00 SELL $99.99 4 $5,131.84 $0.40 0 $-4,868.16 $0.00
2024-04-15 00:00:00 SELL $469.73 5 $5,981.45 $2.35 0 $-4,018.55 $0.00
2024-04-15 00:00:00 SELL $156.19 1 $7,302.29 $0.16 1 $-2,697.71 $-40,188.99
2024-04-15 00:00:00 SELL $223.73 1 $24,209.61 $0.22 0 $14,209.61 $0.00
2024-04-28 00:00:00 BUY $404.98 4 $14,077.15 $1.62 65 $4,077.15 $-168,911.22
2024-05-04 00:00:00 BUY $463.90 7 $34,390.26 $3.25 7 $24,390.26 $-115,089.75
2024-05-09 00:00:00 SELL $406.45 2 $11,173.60 $0.81 1 $1,173.60 $-52,353.84
2024-09-08 00:00:00 BUY $475.74 1 $10,872.05 $0.48 4 $872.05 $-45,485.37
2024-09-19 00:00:00 SELL $204.59 1 $22,278.13 $0.20 0 $12,278.13 $0.00
2024-10-17 00:00:00 BUY $196.05 7 $5,505.48 $1.37 7 $-4,494.52 $-34,087.02
2024-10-24 00:00:00 SELL $246.13 3 $5,706.24 $0.74 2 $-4,293.76 $-32,643.32
2024-10-29 00:00:00 SELL $214.52 6 $8,075.66 $1.29 3 $-1,924.34 $-60,957.88
2024-11-09 00:00:00 SELL $104.77 4 $6,540.28 $0.42 0 $-3,459.72 $0.00
2024-11-10 00:00:00 BUY $308.48 9 $18,714.96 $2.78 33 $8,714.96 $-71,459.66
2024-12-11 00:00:00 BUY $180.94 9 $4,351.38 $1.63 9 $-5,648.62 $-27,229.81
2024-12-14 00:00:00 BUY $220.66 28 $25,874.81 $6.18 31 $15,874.81 $-105,318.00
2024-12-28 00:00:00 BUY $117.82 5 $5,688.05 $0.59 8 $-4,311.95 $-15,203.05
2024-12-29 00:00:00 SELL $124.35 3 $9,948.43 $0.37 0 $-51.57 $0.00
2025-01-02 00:00:00 SELL $415.44 1 $7,217.25 $0.42 2 $-2,782.75 $-38,047.52
2025-01-17 00:00:00 SELL $98.34 28 $15,529.51 $2.75 32 $5,529.51 $-155,323.28
2025-02-12 00:00:00 SELL $238.66 1 $29,146.23 $0.24 25 $19,146.23 $-122,807.87
2025-02-22 00:00:00 BUY $269.43 1 $6,312.36 $0.27 6 $-3,687.64 $-38,459.15
2025-04-10 00:00:00 BUY $91.81 40 $18,181.56 $3.67 53 $8,181.56 $-184,216.27
2025-05-15 00:00:00 BUY $208.31 4 $8,643.89 $0.83 9 $-1,356.11 $-48,471.04
2025-05-20 00:00:00 SELL $115.01 6 $34,531.22 $0.69 2 $24,531.22 $-108,037.76
2025-05-26 00:00:00 SELL $130.14 8 $15,770.24 $1.04 5 $5,770.24 $-64,347.07
2025-06-02 00:00:00 BUY $305.14 1 $23,681.75 $0.31 18 $13,681.75 $-139,438.93
2025-06-21 00:00:00 BUY $203.67 8 $8,045.27 $1.63 8 $-1,954.73 $-15,105.31
2025-07-20 00:00:00 BUY $324.69 4 $4,180.80 $1.30 7 $-5,819.20 $-31,661.77
SUMMARY (224 total orders) $4,180.80 $398.19 - $28.30% -

UKOIL

Best: Wheel Strategy ⏰ 1d
PSR
0.558
Sharpe Ratio
0.725
Total Orders
400
Net Profit
21.20%
Average Win
30.80%
Average Loss
-5.42%
Annual Return
21.20%
Max Drawdown
-8.70%
Win Rate
0.5%
Profit/Loss Ratio
6.03
Alpha
-0.021
Beta
1.354
Sortino Ratio
1.027
Total Fees
$1,387.78
Strategy Capacity
$781,550
Portfolio Turnover
1.10%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Wheel Strategy 1d 2.381 78.5% -24.9% 0.3% 🏆 BEST
2 Rnn Linear Regression 1d 2.318 29.0% -13.6% 0.6%
3 Markov 1d 2.280 24.3% -19.9% 0.4%
4 Ais Micro Test Diversity Gap 1d 2.245 44.5% -7.4% 0.5%
5 Linear Regression 1d 2.138 51.2% -23.4% 0.6%
6 Crude Oil 1d 2.085 32.2% -18.2% 0.4%
7 Bullish Engulfing 1d 2.061 46.7% -25.7% 0.3%
8 Machine Learning Rsi 1d 2.048 36.4% -8.5% 0.6%
9 Neural Networks Recurrent Neural 1d 2.014 11.1% -6.9% 0.5%
10 Bollinger Bands 1d 1.945 71.5% -29.6% 0.5%
11 Svm Rnn 1d 1.917 45.4% -5.3% 0.5%
12 Weekly Breakout 1d 1.911 -12.2% -25.6% 0.5%
13 Multi Layer Ema 1d 1.853 56.6% -21.3% 0.3%
14 Turtle Trading 1d 1.849 39.4% -13.3% 0.6%
15 Stable Mean Revert 1d 1.845 16.0% -29.1% 0.6%
16 Inside Day 1d 1.698 55.0% -29.1% 0.3%
17 Counter Punsh 1d 1.607 16.0% -6.7% 0.5%
18 Long Short Term Memory Neural Network 1d 1.576 27.3% -26.3% 0.3%
19 Decision Tree 3 1d 1.535 -3.6% -18.8% 0.3%
20 Confident Trend 1d 1.505 13.9% -8.9% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-07-07 00:00:00 BUY $394.17 17 $16,434.77 $6.70 18 $6,434.77 $-22,270.36
2022-07-07 00:00:00 SELL $193.43 10 $66,928.71 $1.93 11 $56,928.71 $-209,177.86
2022-09-01 00:00:00 SELL $256.53 76 $125,449.33 $19.50 85 $115,449.33 $-554,546.69
2022-09-11 00:00:00 BUY $373.93 85 $516,288.30 $31.78 129 $506,288.30 $-2,324,174.39
2022-09-15 00:00:00 SELL $379.85 1 $439,441.71 $0.38 1 $429,441.71 $-2,088,933.33
2022-09-25 00:00:00 BUY $495.67 45 $134,580.02 $22.31 47 $124,580.02 $-808,860.31
2022-09-29 00:00:00 SELL $226.24 23 $70,067.96 $5.20 103 $60,067.96 $-678,776.56
2022-10-16 00:00:00 BUY $186.93 352 $300,226.00 $65.80 367 $290,226.00 $-1,919,113.83
2022-11-13 00:00:00 BUY $194.66 8 $7,566.67 $1.56 8 $-2,433.33 $-2,035.10
2022-12-09 00:00:00 SELL $170.96 40 $70,869.72 $6.84 68 $60,869.72 $-298,866.60
2022-12-20 00:00:00 BUY $401.14 6 $16,197.53 $2.41 15 $6,197.53 $-16,314.55
2023-01-04 00:00:00 BUY $285.78 11 $75,499.55 $3.14 164 $65,499.55 $-893,084.15
2023-01-06 00:00:00 SELL $70.11 67 $170,808.15 $4.70 30 $160,808.15 $-408,617.84
2023-02-05 00:00:00 SELL $338.78 259 $321,816.96 $87.74 522 $311,816.96 $-1,650,785.64
2023-02-17 00:00:00 SELL $96.02 5 $64,996.39 $0.48 21 $54,996.39 $-209,289.18
2023-04-14 00:00:00 BUY $293.72 301 $234,160.64 $88.41 781 $224,160.64 $-1,509,820.46
2023-05-10 00:00:00 SELL $446.26 13 $23,853.25 $5.80 5 $13,853.25 $-49,437.12
2023-05-20 00:00:00 BUY $377.65 3 $8,170.34 $1.13 4 $-1,829.66 $-948.79
2023-07-10 00:00:00 BUY $442.22 2 $19,039.99 $0.88 11 $9,039.99 $-32,482.46
2023-07-16 00:00:00 SELL $73.84 447 $479,495.70 $33.00 298 $469,495.70 $-2,326,348.57
2023-07-25 00:00:00 SELL $275.36 16 $88,118.45 $4.41 68 $78,118.45 $-721,083.99
2023-09-16 00:00:00 SELL $290.95 4 $19,827.22 $1.16 6 $9,827.22 $-43,863.89
2023-09-21 00:00:00 BUY $426.83 3 $15,153.01 $1.28 21 $5,153.01 $-27,103.00
2023-10-08 00:00:00 BUY $461.31 112 $177,133.28 $51.67 211 $167,133.28 $-1,228,708.57
2023-10-28 00:00:00 BUY $256.24 23 $98,393.05 $5.89 154 $88,393.05 $-851,862.39
2023-11-02 00:00:00 SELL $143.20 2 $59,288.09 $0.29 0 $49,288.09 $0.00
2023-11-17 00:00:00 BUY $256.37 86 $60,070.74 $22.05 117 $50,070.74 $-258,448.87
2023-11-30 00:00:00 BUY $412.03 24 $66,002.00 $9.89 25 $56,002.00 $-253,661.36
2023-12-05 00:00:00 SELL $282.87 131 $408,844.00 $37.06 118 $398,844.00 $-1,794,250.43
2023-12-08 00:00:00 SELL $319.34 2 $145,581.57 $0.64 2 $135,581.57 $-1,111,841.18
2023-12-11 00:00:00 SELL $111.29 122 $121,029.58 $13.58 33 $111,029.58 $-1,028,256.39
2023-12-15 00:00:00 BUY $179.13 108 $47,734.22 $19.35 184 $37,734.22 $-290,000.76
2024-01-15 00:00:00 SELL $194.25 7 $59,265.14 $1.36 98 $49,265.14 $-125,126.03
2024-03-09 00:00:00 SELL $88.93 3 $434,567.11 $0.27 5 $424,567.11 $-1,625,256.80
2024-04-19 00:00:00 SELL $335.17 46 $102,980.95 $15.42 65 $92,980.95 $-921,309.34
2024-08-14 00:00:00 SELL $384.83 17 $112,870.04 $6.54 8 $102,870.04 $-949,168.42
2024-09-28 00:00:00 SELL $163.48 5 $83,801.51 $0.82 38 $73,801.51 $-748,036.87
2024-10-22 00:00:00 SELL $346.80 30 $102,676.14 $10.40 16 $92,676.14 $-909,581.86
2024-10-28 00:00:00 SELL $117.57 10 $180,137.91 $1.18 17 $170,137.91 $-489,337.59
2024-11-02 00:00:00 BUY $259.34 15 $16,861.64 $3.89 26 $6,861.64 $-41,035.43
2025-01-17 00:00:00 SELL $492.62 143 $470,218.39 $70.44 262 $460,218.39 $-2,430,576.45
2025-03-07 00:00:00 SELL $230.75 7 $113,910.57 $1.62 1 $103,910.57 $-707,700.89
2025-04-20 00:00:00 BUY $340.97 20 $47,424.99 $6.82 36 $37,424.99 $-175,478.47
2025-04-21 00:00:00 SELL $223.90 68 $409,129.13 $15.23 50 $399,129.13 $-1,580,432.00
2025-05-02 00:00:00 BUY $102.56 6 $44,269.33 $0.62 32 $34,269.33 $-72,319.39
2025-05-22 00:00:00 SELL $239.02 4 $9,125.48 $0.96 0 $-874.52 $0.00
2025-05-27 00:00:00 SELL $187.15 4 $384,887.95 $0.75 21 $374,887.95 $-2,210,437.34
2025-06-15 00:00:00 BUY $433.84 4 $28,724.28 $1.74 4 $18,724.28 $-53,297.75
2025-07-03 00:00:00 SELL $125.78 34 $379,363.22 $4.28 149 $369,363.22 $-1,572,885.54
2025-07-09 00:00:00 SELL $401.88 1 $29,755.19 $0.40 0 $19,755.19 $0.00
SUMMARY (381 total orders) $29,755.19 $5585.12 - $21.20% -

NGAS

Best: Multi Layer Ema ⏰ 1d
PSR
0.947
Sharpe Ratio
0.938
Total Orders
99
Net Profit
30.98%
Average Win
15.92%
Average Loss
-4.89%
Annual Return
30.98%
Max Drawdown
-18.04%
Win Rate
0.3%
Profit/Loss Ratio
2.08
Alpha
0.108
Beta
1.279
Sortino Ratio
1.019
Total Fees
$1,709.56
Strategy Capacity
$701,144
Portfolio Turnover
1.79%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Multi Layer Ema 1d 2.488 18.6% -10.8% 0.4% 🏆 BEST
2 Stan Weinstein 1d 2.476 -7.7% -22.7% 0.5%
3 Markov 1d 2.375 63.5% -11.3% 0.4%
4 Inside Day 1d 2.285 8.1% -29.8% 0.6%
5 Macd 1d 2.240 64.0% -10.8% 0.3%
6 Ais Micro Test Diversity Gap 1d 2.118 9.5% -7.0% 0.5%
7 Decision Tree 1d 2.110 26.1% -14.2% 0.5%
8 Counter Punsh 1d 1.834 66.2% -14.0% 0.4%
9 Machine Learning Rsi 1d 1.795 24.1% -29.1% 0.4%
10 Decision Tree 3 1d 1.745 19.2% -5.8% 0.3%
11 Rnn Linear Regression 1d 1.704 3.3% -6.2% 0.5%
12 Stable Mean Revert 1d 1.701 7.3% -29.4% 0.6%
13 Bitcoin 1d 1.618 74.0% -22.3% 0.6%
14 Linear Regression 1d 1.585 7.8% -15.8% 0.5%
15 Larry Williams 1d 1.581 16.7% -25.2% 0.4%
16 Confident Trend 1d 1.571 59.3% -7.6% 0.4%
17 Bullish Engulfing 1d 1.557 52.0% -9.8% 0.6%
18 Face The Train 1d 1.448 36.7% -21.4% 0.7%
19 Long Short Term Memory Neural Network 1d 1.444 15.1% -13.7% 0.6%
20 Decision Tree 2 1d 1.314 25.7% -17.8% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2013-04-20 00:00:00 BUY $365.45 16 $15,381.70 $5.85 71 $5,381.70 $-65,160.84
2013-05-09 00:00:00 BUY $464.71 6 $14,063.27 $2.79 38 $4,063.27 $-10,430.24
2013-08-20 00:00:00 SELL $164.90 102 $26,300.93 $16.82 1 $16,300.93 $-105,127.73
2013-11-29 00:00:00 SELL $293.09 1 $17,492.59 $0.29 0 $7,492.59 $0.00
2013-12-19 00:00:00 BUY $83.24 18 $13,881.82 $1.50 89 $3,881.82 $-89,546.16
2014-03-08 00:00:00 SELL $242.86 15 $27,887.17 $3.64 1 $17,887.17 $-75,699.39
2014-07-26 00:00:00 SELL $249.81 15 $26,113.45 $3.75 9 $16,113.45 $-33,056.95
2015-01-17 00:00:00 BUY $213.38 13 $14,604.83 $2.77 17 $4,604.83 $-50,541.72
2015-07-08 00:00:00 BUY $231.32 3 $16,200.21 $0.69 15 $6,200.21 $-50,005.39
2015-08-18 00:00:00 SELL $205.77 1 $26,506.50 $0.21 0 $16,506.50 $0.00
2015-08-29 00:00:00 BUY $450.63 1 $17,199.79 $0.45 1 $7,199.79 $-65,478.47
2015-12-21 00:00:00 BUY $451.50 16 $17,818.23 $7.22 22 $7,818.23 $-1,575.13
2016-02-18 00:00:00 SELL $365.27 1 $25,049.42 $0.37 6 $15,049.42 $-9,316.47
2016-07-14 00:00:00 BUY $244.34 25 $18,336.02 $6.11 35 $8,336.02 $-72,012.87
2016-07-16 00:00:00 SELL $346.08 1 $14,136.60 $0.35 39 $4,136.60 $-38,585.15
2016-07-26 00:00:00 SELL $230.17 18 $17,650.87 $4.14 0 $7,650.87 $0.00
2016-07-29 00:00:00 SELL $229.35 1 $16,293.34 $0.23 0 $6,293.34 $0.00
2016-09-10 00:00:00 SELL $139.97 4 $23,459.49 $0.56 11 $13,459.49 $-9,968.43
2016-11-24 00:00:00 BUY $81.44 20 $22,370.10 $1.63 24 $12,370.10 $-31,721.73
2017-04-20 00:00:00 SELL $382.79 6 $9,078.29 $2.30 0 $-921.71 $0.00
2017-09-07 00:00:00 SELL $232.67 1 $21,925.02 $0.23 0 $11,925.02 $0.00
2018-03-31 00:00:00 BUY $312.65 12 $10,849.25 $3.75 29 $849.25 $-47,876.20
2018-12-03 00:00:00 SELL $384.39 1 $16,064.22 $0.38 1 $6,064.22 $-62,766.03
2018-12-15 00:00:00 SELL $217.54 2 $22,900.17 $0.44 15 $12,900.17 $-8,244.91
2019-03-30 00:00:00 SELL $206.61 1 $17,466.94 $0.21 0 $7,466.94 $0.00
2019-07-27 00:00:00 BUY $252.19 12 $9,498.17 $3.03 103 $-501.83 $-76,290.54
2019-11-07 00:00:00 SELL $459.06 16 $21,234.71 $7.34 55 $11,234.71 $-65,859.19
2020-05-31 00:00:00 BUY $148.42 7 $8,960.02 $1.04 7 $-1,039.98 $1,038.95
2020-07-04 00:00:00 SELL $460.47 5 $7,456.38 $2.30 9 $-2,543.62 $-4,621.57
2020-07-25 00:00:00 SELL $141.69 1 $9,118.10 $0.14 0 $-881.90 $0.00
2020-11-30 00:00:00 BUY $430.17 3 $23,685.05 $1.29 3 $13,685.05 $-17,441.57
2020-12-06 00:00:00 SELL $284.58 2 $7,354.97 $0.57 3 $-2,645.03 $-5,715.61
2021-02-24 00:00:00 SELL $429.82 3 $21,143.06 $1.29 3 $11,143.06 $-31,518.82
2021-03-19 00:00:00 SELL $415.13 3 $24,929.20 $1.25 0 $14,929.20 $0.00
2021-08-01 00:00:00 SELL $107.50 11 $17,381.55 $1.18 4 $7,381.55 $-53,739.17
2021-09-14 00:00:00 BUY $404.05 13 $13,790.87 $5.25 40 $3,790.87 $-30,667.45
2022-05-19 00:00:00 BUY $234.64 24 $16,854.33 $5.63 32 $6,854.33 $-14,949.36
2022-10-05 00:00:00 SELL $456.56 14 $29,658.02 $6.39 3 $19,658.02 $-68,503.43
2023-04-29 00:00:00 SELL $416.22 1 $30,073.83 $0.42 2 $20,073.83 $-69,040.66
2023-06-08 00:00:00 SELL $439.63 4 $10,148.07 $1.76 31 $148.07 $-49,521.99
2023-06-21 00:00:00 BUY $464.32 3 $12,742.23 $1.39 42 $2,742.23 $-32,580.63
2023-07-18 00:00:00 SELL $130.42 9 $11,320.66 $1.17 22 $1,320.66 $-60,281.21
2023-08-13 00:00:00 SELL $167.17 31 $19,240.21 $5.18 7 $9,240.21 $-29,707.41
2023-09-19 00:00:00 BUY $304.42 8 $22,491.40 $2.44 8 $12,491.40 $-17,587.23
2024-03-12 00:00:00 SELL $323.35 1 $28,210.20 $0.32 0 $18,210.20 $0.00
2024-04-15 00:00:00 BUY $88.15 37 $14,202.26 $3.26 37 $4,202.26 $-63,350.13
2024-12-25 00:00:00 SELL $481.15 3 $11,375.77 $1.44 0 $1,375.77 $0.00
2025-02-09 00:00:00 SELL $169.28 2 $16,894.87 $0.34 12 $6,894.87 $-51,443.86
2025-03-01 00:00:00 BUY $231.82 1 $17,260.54 $0.23 1 $7,260.54 $-66,147.91
2025-04-17 00:00:00 SELL $434.09 2 $24,450.54 $0.87 10 $14,450.54 $-76,223.72
SUMMARY (90 total orders) $24,450.54 $233.68 - $30.98% -

COPPER

Best: Donchian Boyt ⏰ 1d
PSR
0.720
Sharpe Ratio
1.518
Total Orders
198
Net Profit
26.73%
Average Win
15.01%
Average Loss
-7.63%
Annual Return
26.73%
Max Drawdown
-19.27%
Win Rate
0.5%
Profit/Loss Ratio
7.98
Alpha
0.040
Beta
1.266
Sortino Ratio
0.355
Total Fees
$3,063.83
Strategy Capacity
$357,830
Portfolio Turnover
0.69%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Boyt 1d 2.391 7.9% -16.1% 0.3% 🏆 BEST
2 Adx 1d 2.377 59.8% -18.5% 0.7%
3 Stable Mean Revert 1d 2.334 35.9% -20.9% 0.6%
4 Ais Micro Test Diversity Gap 1d 2.331 77.8% -17.0% 0.6%
5 Improved Index Trend 1d 2.240 68.8% -23.9% 0.5%
6 Larry Williams 1d 2.159 64.9% -16.6% 0.7%
7 Machine Learning Rsi 1d 2.039 -4.2% -25.7% 0.6%
8 Long Short Term Memory Neural Network 1d 1.968 34.2% -29.3% 0.7%
9 Russell Rebalancing Strategy 1d 1.845 46.8% -28.4% 0.5%
10 Bollinger Bands 1d 1.785 42.8% -27.1% 0.6%
11 Pullback 1d 1.668 59.9% -8.1% 0.5%
12 Lazy Trend Follower 1d 1.441 79.9% -24.7% 0.5%
13 Macd 1d 1.356 41.6% -23.5% 0.7%
14 Turtle Trading 1d 1.340 29.2% -8.8% 0.7%
15 Bitcoin 1d 1.291 40.1% -7.0% 0.3%
16 Stan Weinstein 1d 1.283 52.5% -8.7% 0.3%
17 Crude Oil 1d 1.200 63.3% -18.6% 0.6%
18 Rsi 1d 1.186 37.9% -8.1% 0.3%
19 Trend Risk Protection 1d 1.165 41.7% -5.8% 0.4%
20 Markov 1d 1.099 27.8% -6.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-09-21 00:00:00 SELL $492.50 9 $170,485.90 $4.43 24 $160,485.90 $-131,259.72
2019-09-21 00:00:00 SELL $168.47 36 $364,580.62 $6.06 179 $354,580.62 $-1,288,520.96
2019-11-29 00:00:00 SELL $435.74 16 $319,075.15 $6.97 1 $309,075.15 $-458,325.56
2020-01-17 00:00:00 SELL $259.60 23 $15,861.74 $5.97 29 $5,861.74 $-14,328.31
2020-02-08 00:00:00 BUY $275.78 111 $240,978.15 $30.61 143 $230,978.15 $-766,665.85
2020-02-29 00:00:00 SELL $407.17 45 $310,174.44 $18.32 24 $300,174.44 $-448,989.29
2020-03-01 00:00:00 SELL $494.02 10 $53,500.75 $4.94 1 $43,500.75 $-60,448.56
2020-03-31 00:00:00 BUY $335.63 35 $381,989.78 $11.75 749 $371,989.78 $-1,616,977.21
2020-04-04 00:00:00 BUY $421.98 18 $578,799.67 $7.60 109 $568,799.67 $-1,834,117.22
2020-04-15 00:00:00 SELL $163.20 2 $11,695.29 $0.33 0 $1,695.29 $0.00
2020-06-24 00:00:00 SELL $458.29 315 $383,507.21 $144.36 79 $373,507.21 $-820,721.29
2020-10-19 00:00:00 SELL $132.61 3 $442,765.00 $0.40 17 $432,765.00 $-1,213,353.03
2020-10-20 00:00:00 SELL $213.36 3 $11,117.05 $0.64 3 $1,117.05 $-10,021.18
2020-10-25 00:00:00 SELL $309.27 51 $269,842.88 $15.77 36 $259,842.88 $-794,968.11
2021-01-16 00:00:00 SELL $483.02 56 $270,847.84 $27.05 439 $260,847.84 $-813,664.83
2021-01-18 00:00:00 SELL $213.21 5 $30,380.59 $1.07 1 $20,380.59 $-29,295.83
2021-02-25 00:00:00 BUY $418.09 38 $284,452.36 $15.89 430 $274,452.36 $-760,213.34
2021-02-25 00:00:00 BUY $337.92 11 $374,077.33 $3.72 23 $364,077.33 $-1,067,120.13
2021-05-25 00:00:00 SELL $171.76 4 $50,681.97 $0.69 0 $40,681.97 $0.00
2021-08-28 00:00:00 BUY $434.27 150 $210,286.53 $65.14 301 $200,286.53 $-165,786.24
2021-10-15 00:00:00 BUY $287.15 28 $36,160.89 $8.04 32 $26,160.89 $-33,482.18
2021-11-15 00:00:00 BUY $489.71 10 $27,341.95 $4.90 10 $17,341.95 $-19,714.80
2021-12-28 00:00:00 SELL $230.57 20 $150,196.98 $4.61 105 $140,196.98 $-118,870.16
2022-03-25 00:00:00 BUY $88.88 573 $138,068.84 $50.93 573 $128,068.84 $-137,631.68
2022-07-01 00:00:00 SELL $450.36 134 $377,537.37 $60.35 16 $367,537.37 $-1,067,686.51
2022-07-19 00:00:00 SELL $432.76 93 $320,559.64 $40.25 38 $310,559.64 $-223,045.34
2022-07-31 00:00:00 SELL $171.93 231 $236,556.25 $39.71 1,034 $226,556.25 $-1,308,439.06
2022-08-29 00:00:00 SELL $257.76 3 $32,521.59 $0.77 0 $22,521.59 $0.00
2022-09-27 00:00:00 SELL $53.61 5 $11,204.11 $0.27 1 $1,204.11 $-2,614.94
2022-09-28 00:00:00 BUY $116.48 467 $267,908.85 $54.40 811 $257,908.85 $-1,266,390.12
2022-11-17 00:00:00 BUY $98.75 188 $86,394.62 $18.56 1,031 $76,394.62 $-583,401.44
2022-12-18 00:00:00 SELL $357.34 138 $393,769.00 $49.31 33 $383,769.00 $-1,136,034.47
2023-04-25 00:00:00 SELL $320.00 36 $359,335.05 $11.52 245 $349,335.05 $-1,137,206.77
2023-05-13 00:00:00 SELL $250.13 22 $161,364.47 $5.50 40 $151,364.47 $-147,678.83
2023-06-07 00:00:00 SELL $74.68 1 $11,278.71 $0.07 0 $1,278.71 $0.00
2023-06-22 00:00:00 BUY $426.22 8 $11,504.64 $3.41 8 $1,504.64 $-1,394.99
2023-12-11 00:00:00 SELL $467.26 66 $297,081.94 $30.84 17 $287,081.94 $-695,830.64
2024-01-03 00:00:00 SELL $444.71 4 $271,619.95 $1.78 32 $261,619.95 $-791,871.14
2024-01-22 00:00:00 SELL $322.23 442 $280,353.57 $142.43 131 $270,353.57 $-197,277.50
2024-02-08 00:00:00 SELL $355.78 5 $10,936.33 $1.78 6 $936.33 $-533.89
2024-03-12 00:00:00 SELL $454.52 14 $28,183.53 $6.36 11 $18,183.53 $-19,612.23
2024-03-22 00:00:00 SELL $354.74 4 $10,390.64 $1.42 4 $390.64 $-12,848.79
2024-04-03 00:00:00 SELL $440.09 185 $190,052.39 $81.42 520 $180,052.39 $-474,926.82
2024-06-11 00:00:00 BUY $139.96 2 $11,560.64 $0.28 2 $1,560.64 $-11,122.95
2024-11-11 00:00:00 SELL $349.69 83 $317,249.67 $29.02 150 $307,249.67 $-1,022,438.96
2024-11-16 00:00:00 SELL $407.40 48 $53,455.89 $19.56 116 $43,455.89 $-43,951.13
2025-01-10 00:00:00 BUY $51.27 310 $49,303.78 $15.89 355 $39,303.78 $-80,040.19
2025-01-14 00:00:00 BUY $165.30 158 $205,909.27 $26.12 305 $195,909.27 $-499,681.44
2025-01-16 00:00:00 BUY $255.63 165 $322,359.80 $42.18 344 $312,359.80 $-1,230,741.04
2025-01-21 00:00:00 BUY $313.45 32 $207,941.66 $10.03 1,225 $197,941.66 $-1,081,156.43
SUMMARY (191 total orders) $207,941.66 $4662.81 - $26.73% -

WHEAT

Best: Multi Layer Ema ⏰ 1d
PSR
0.677
Sharpe Ratio
1.042
Total Orders
58
Net Profit
10.04%
Average Win
22.89%
Average Loss
-4.45%
Annual Return
10.04%
Max Drawdown
-17.09%
Win Rate
0.4%
Profit/Loss Ratio
5.98
Alpha
0.007
Beta
1.081
Sortino Ratio
0.652
Total Fees
$1,352.46
Strategy Capacity
$509,090
Portfolio Turnover
1.91%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Multi Layer Ema 1d 2.487 -6.3% -9.8% 0.6% 🏆 BEST
2 Pullback 1d 2.306 -3.6% -22.6% 0.5%
3 Mfi 1d 2.239 2.8% -20.9% 0.6%
4 Neural Networks Recurrent Neural 1d 2.132 22.0% -24.5% 0.3%
5 Counter Punsh 1d 1.938 57.4% -22.6% 0.6%
6 Bullish Engulfing 1d 1.922 78.8% -25.3% 0.7%
7 Support Vector Machines 1d 1.904 62.1% -27.8% 0.5%
8 Stable Mean Revert 1d 1.878 -4.0% -12.5% 0.5%
9 Larry Williams 1d 1.805 54.6% -19.1% 0.6%
10 Decision Tree 2 1d 1.803 59.5% -11.4% 0.4%
11 Svm Rnn 1d 1.791 47.8% -10.2% 0.6%
12 Markov 1d 1.765 41.8% -5.9% 0.5%
13 Face The Train 1d 1.753 36.8% -12.6% 0.7%
14 Trend Risk Protection 1d 1.690 42.3% -6.8% 0.5%
15 Confident Trend 1d 1.600 -8.1% -13.0% 0.7%
16 Crude Oil 1d 1.549 47.8% -13.5% 0.5%
17 Donchian Boyt 1d 1.462 59.6% -28.7% 0.4%
18 Improved Index Trend 1d 1.453 35.0% -26.3% 0.6%
19 Weekly Breakout 1d 1.375 -5.2% -8.7% 0.3%
20 Stan Weinstein 1d 1.266 12.0% -12.4% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2008-10-08 00:00:00 SELL $151.15 6 $14,453.36 $0.91 8 $4,453.36 $-34,056.77
2008-11-08 00:00:00 SELL $207.76 4 $9,383.80 $0.83 5 $-616.20 $-11,990.04
2009-01-08 00:00:00 SELL $78.02 3 $10,239.62 $0.23 1 $239.62 $-11,266.44
2009-03-23 00:00:00 SELL $444.00 3 $11,327.14 $1.33 0 $1,327.14 $0.00
2009-06-24 00:00:00 SELL $366.19 4 $8,774.47 $1.46 3 $-1,225.53 $-6,852.67
2009-12-27 00:00:00 SELL $380.73 1 $9,778.21 $0.38 0 $-221.79 $0.00
2010-04-13 00:00:00 BUY $338.21 2 $7,311.18 $0.68 7 $-2,688.82 $-4,907.33
2010-06-15 00:00:00 BUY $130.78 1 $14,593.80 $0.13 8 $4,593.80 $-34,219.75
2010-07-10 00:00:00 SELL $132.96 9 $9,283.34 $1.20 13 $-716.66 $-14,536.31
2010-10-18 00:00:00 BUY $192.45 10 $7,868.18 $1.92 16 $-2,131.82 $-15,929.98
2010-10-25 00:00:00 BUY $442.75 6 $11,934.67 $2.66 14 $1,934.67 $-29,198.30
2010-12-07 00:00:00 BUY $392.04 7 $6,536.31 $2.74 20 $-3,463.69 $-8,424.03
2011-03-23 00:00:00 BUY $270.48 9 $6,691.86 $2.43 19 $-3,308.14 $-17,555.58
2011-05-01 00:00:00 BUY $274.62 5 $8,625.55 $1.37 5 $-1,374.45 $1,373.08
2012-03-05 00:00:00 BUY $198.04 8 $5,105.96 $1.58 27 $-4,894.04 $-19,782.01
2012-03-12 00:00:00 BUY $410.62 7 $12,414.55 $2.87 7 $2,414.55 $-41,985.12
2013-04-28 00:00:00 SELL $382.80 1 $17,825.18 $0.38 0 $7,825.18 $0.00
2013-05-19 00:00:00 BUY $228.14 8 $7,692.27 $1.83 8 $-2,307.73 $-6,126.11
2013-07-24 00:00:00 SELL $271.62 1 $14,724.70 $0.27 7 $4,724.70 $-33,364.64
2014-02-16 00:00:00 BUY $343.09 6 $6,342.97 $2.06 11 $-3,657.03 $-1,442.24
2014-04-23 00:00:00 SELL $426.77 8 $9,533.35 $3.41 5 $-466.65 $-9,210.60
2014-05-21 00:00:00 SELL $248.50 3 $9,519.23 $0.75 0 $-480.77 $0.00
2014-12-06 00:00:00 SELL $303.60 8 $16,388.71 $2.43 10 $6,388.71 $-27,536.38
2015-03-01 00:00:00 SELL $472.91 1 $10,005.78 $0.47 4 $5.78 $-9,452.83
2015-03-26 00:00:00 SELL $274.49 6 $7,988.28 $1.65 5 $-2,011.72 $-5,902.36
2015-05-11 00:00:00 SELL $411.19 13 $14,502.30 $5.35 7 $4,502.30 $-40,110.98
2015-11-17 00:00:00 SELL $195.78 6 $13,588.06 $1.17 1 $3,588.06 $-47,537.99
2016-01-08 00:00:00 BUY $460.89 7 $7,593.00 $3.23 27 $-2,407.00 $-26,720.16
2016-08-21 00:00:00 BUY $147.09 22 $8,087.86 $3.24 22 $-1,912.14 $-9,792.81
2017-05-18 00:00:00 BUY $342.77 4 $8,405.77 $1.37 4 $-1,594.23 $-2.03
2017-07-26 00:00:00 BUY $210.55 8 $8,553.57 $1.68 9 $-1,446.43 $-9,449.55
2018-12-27 00:00:00 BUY $409.65 5 $8,403.59 $2.05 5 $-1,596.41 $-1,119.76
2019-04-23 00:00:00 SELL $193.27 4 $9,397.86 $0.77 1 $-602.14 $-1,179.83
2019-11-09 00:00:00 BUY $214.39 18 $13,962.32 $3.86 18 $3,962.32 $-22,854.38
2019-11-11 00:00:00 SELL $472.56 17 $13,131.39 $8.03 10 $3,131.39 $-21,987.81
2020-05-31 00:00:00 SELL $133.50 3 $15,291.74 $0.40 0 $5,291.74 $0.00
2020-08-11 00:00:00 BUY $313.62 5 $6,122.59 $1.57 13 $-3,877.41 $-5,699.28
2021-06-28 00:00:00 SELL $309.79 6 $13,547.38 $1.86 14 $3,547.38 $-30,928.90
2021-08-27 00:00:00 BUY $423.85 1 $7,981.50 $0.42 5 $-2,018.50 $-624.95
2021-09-01 00:00:00 SELL $306.65 2 $9,996.47 $0.61 3 $-3.53 $-12,108.92
2021-12-18 00:00:00 BUY $492.38 2 $15,402.97 $0.98 12 $5,402.97 $-24,663.89
2022-02-12 00:00:00 SELL $124.36 2 $14,750.78 $0.25 5 $4,750.78 $-42,367.47
2022-06-30 00:00:00 SELL $285.26 5 $16,175.63 $1.43 0 $6,175.63 $0.00
2022-09-09 00:00:00 BUY $311.69 6 $14,303.64 $1.87 6 $4,303.64 $-41,119.17
2023-01-04 00:00:00 SELL $137.56 22 $9,128.63 $3.03 10 $-871.37 $-21,319.13
2023-01-15 00:00:00 SELL $494.98 5 $10,453.91 $2.47 0 $453.91 $0.00
2023-03-10 00:00:00 SELL $227.47 2 $7,682.11 $0.45 11 $-2,317.89 $-16,506.94
2023-03-28 00:00:00 BUY $185.18 6 $10,822.49 $1.11 20 $822.49 $-34,349.67
2024-02-01 00:00:00 SELL $490.44 4 $17,442.77 $1.96 1 $7,442.77 $-26,222.94
2025-02-20 00:00:00 SELL $241.19 9 $9,162.22 $2.17 20 $-837.78 $-38,165.46
SUMMARY (57 total orders) $9,162.22 $99.11 - $10.04% -

CORN

Best: Decision Tree 3 ⏰ 1d
PSR
0.765
Sharpe Ratio
0.429
Total Orders
400
Net Profit
15.68%
Average Win
25.25%
Average Loss
-3.28%
Annual Return
15.68%
Max Drawdown
-8.11%
Win Rate
0.2%
Profit/Loss Ratio
7.63
Alpha
0.122
Beta
1.026
Sortino Ratio
0.525
Total Fees
$525.16
Strategy Capacity
$4,984,903
Portfolio Turnover
2.27%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 3 1d 2.492 -11.0% -26.4% 0.4% 🏆 BEST
2 Bullish Engulfing 1d 2.329 6.6% -25.2% 0.3%
3 Larry Williams 1d 2.327 56.2% -8.4% 0.6%
4 Linear Regression 1d 2.314 1.5% -15.8% 0.5%
5 Stan Weinstein 1d 2.247 -15.3% -23.1% 0.7%
6 Pullback 1d 2.190 68.6% -28.5% 0.4%
7 Face The Train 1d 2.188 61.5% -23.2% 0.7%
8 Svm Rnn 1d 2.177 59.5% -26.1% 0.6%
9 Rsi 1d 2.112 43.7% -22.0% 0.6%
10 Machine Learning Rsi 1d 1.936 21.6% -25.3% 0.6%
11 Inside Day 1d 1.918 1.9% -25.1% 0.5%
12 Improved Index Trend 1d 1.851 -3.8% -28.3% 0.5%
13 Neural Networks Recurrent Neural 1d 1.833 4.7% -10.5% 0.6%
14 Stable Mean Revert 1d 1.813 -9.5% -5.2% 0.6%
15 Decision Tree 1d 1.781 78.8% -16.7% 0.4%
16 Crude Oil 1d 1.659 -13.8% -21.8% 0.4%
17 Linear Regression Pca 1d 1.656 77.9% -15.9% 0.5%
18 Counter Punsh 1d 1.478 57.3% -16.7% 0.4%
19 Bitcoin 1d 1.431 70.9% -14.5% 0.3%
20 Mfi 1d 1.429 -19.0% -12.1% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-10-23 00:00:00 SELL $482.14 1 $26,298.80 $0.48 3 $16,298.80 $-195,776.16
2022-10-31 00:00:00 SELL $282.66 137 $140,866.91 $38.72 231 $130,866.91 $-692,260.45
2022-11-09 00:00:00 BUY $310.40 16 $20,287.41 $4.97 16 $10,287.41 $-142,165.16
2022-11-10 00:00:00 SELL $187.17 4 $54,519.95 $0.75 0 $44,519.95 $0.00
2022-12-01 00:00:00 SELL $65.15 10 $13,779.29 $0.65 6 $3,779.29 $-179,968.19
2022-12-13 00:00:00 BUY $311.67 33 $194,291.50 $10.28 97 $184,291.50 $-949,102.06
2022-12-31 00:00:00 SELL $135.82 29 $40,761.34 $3.94 36 $30,761.34 $-440,227.65
2023-01-03 00:00:00 SELL $490.03 9 $66,540.78 $4.41 15 $56,540.78 $-578,948.09
2023-01-16 00:00:00 SELL $394.10 13 $30,914.26 $5.12 16 $20,914.26 $-69,316.57
2023-02-06 00:00:00 SELL $236.97 1 $17,157.11 $0.24 4 $7,157.11 $-172,177.76
2023-03-02 00:00:00 SELL $309.64 20 $32,637.46 $6.19 79 $22,637.46 $-106,041.54
2023-04-03 00:00:00 BUY $157.31 57 $36,264.04 $8.97 57 $26,264.04 $-216,914.55
2023-04-05 00:00:00 BUY $321.84 3 $24,503.59 $0.97 86 $14,503.59 $-394,460.29
2023-04-24 00:00:00 BUY $454.75 6 $9,517.43 $2.73 23 $-482.57 $-4,296.06
2023-06-14 00:00:00 SELL $376.16 13 $67,209.83 $4.89 0 $57,209.83 $0.00
2023-06-16 00:00:00 BUY $182.11 42 $30,053.71 $7.65 143 $20,053.71 $-597,010.08
2023-06-26 00:00:00 SELL $159.53 169 $148,748.20 $26.96 170 $138,748.20 $-856,868.60
2023-07-23 00:00:00 BUY $400.13 32 $53,616.62 $12.80 33 $43,616.62 $-551,761.72
2023-08-07 00:00:00 BUY $258.23 20 $29,662.66 $5.16 50 $19,662.66 $-77,649.59
2023-08-31 00:00:00 BUY $475.53 7 $64,425.90 $3.33 7 $54,425.90 $-558,308.50
2023-10-15 00:00:00 BUY $287.00 8 $10,903.91 $2.30 22 $903.91 $-164,285.18
2023-11-03 00:00:00 SELL $415.97 12 $46,837.23 $4.99 6 $36,837.23 $-214,715.89
2023-11-21 00:00:00 SELL $336.52 55 $54,249.21 $18.51 11 $44,249.21 $-423,570.82
2023-12-21 00:00:00 BUY $401.62 8 $33,203.21 $3.21 145 $23,203.21 $-453,767.21
2023-12-31 00:00:00 BUY $57.99 152 $23,418.00 $8.81 152 $13,418.00 $-106,289.68
2024-01-07 00:00:00 BUY $442.54 17 $40,191.39 $7.52 36 $30,191.39 $-438,061.04
2024-01-08 00:00:00 SELL $475.14 71 $62,324.64 $33.73 13 $52,324.64 $-528,751.24
2024-01-13 00:00:00 BUY $485.70 22 $39,120.31 $10.69 22 $29,120.31 $-194,681.28
2024-01-17 00:00:00 SELL $115.64 46 $54,948.32 $5.32 17 $44,948.32 $-696,009.16
2024-02-15 00:00:00 SELL $371.19 12 $223,398.34 $4.45 37 $213,398.34 $-987,347.06
2024-05-04 00:00:00 SELL $202.56 1 $17,948.00 $0.20 1 $7,948.00 $-31,504.15
2024-05-19 00:00:00 SELL $106.40 24 $53,772.02 $2.55 4 $43,772.02 $-385,856.17
2024-05-30 00:00:00 BUY $96.27 37 $8,406.63 $3.56 37 $-1,593.37 $-4,505.76
2024-06-18 00:00:00 SELL $55.75 2 $15,736.59 $0.11 25 $5,736.59 $-160,363.66
2024-06-20 00:00:00 BUY $223.58 1 $13,202.18 $0.22 14 $3,202.18 $-167,245.37
2024-07-24 00:00:00 BUY $473.13 8 $28,653.30 $3.79 12 $18,653.30 $-105,641.50
2024-09-02 00:00:00 SELL $368.82 1 $30,203.40 $0.37 6 $20,203.40 $-103,080.34
2024-09-03 00:00:00 SELL $66.77 2 $217,418.81 $0.13 13 $207,418.81 $-756,687.86
2024-09-04 00:00:00 SELL $220.78 17 $13,967.44 $3.75 15 $3,967.44 $-43,400.24
2024-09-13 00:00:00 SELL $255.63 8 $70,630.72 $2.05 9 $60,630.72 $-350,641.48
2024-09-30 00:00:00 BUY $230.50 1 $11,443.18 $0.23 21 $1,443.18 $-168,054.69
2024-11-22 00:00:00 SELL $198.66 3 $31,612.86 $0.60 15 $21,612.86 $-64,414.48
2024-11-25 00:00:00 BUY $310.37 15 $13,561.95 $4.66 15 $3,561.95 $-27,051.10
2024-11-27 00:00:00 BUY $279.76 67 $52,371.38 $18.74 72 $42,371.38 $-332,799.29
2025-01-20 00:00:00 SELL $83.74 42 $50,863.21 $3.52 14 $40,863.21 $-604,298.06
2025-02-10 00:00:00 SELL $432.02 16 $82,605.20 $6.91 48 $72,605.20 $-267,585.71
2025-03-09 00:00:00 BUY $218.33 14 $14,003.17 $3.06 15 $4,003.17 $-171,709.84
2025-04-13 00:00:00 BUY $293.85 28 $25,796.06 $8.23 29 $15,796.06 $-58,872.77
2025-06-25 00:00:00 SELL $219.71 5 $22,583.28 $1.10 0 $12,583.28 $0.00
2025-07-18 00:00:00 BUY $351.59 7 $7,866.62 $2.46 11 $-2,133.38 $-866.26
SUMMARY (366 total orders) $7,866.62 $2245.99 - $15.68% -

SOYBEAN

Best: Rnn Linear Regression ⏰ 1d
PSR
0.444
Sharpe Ratio
1.877
Total Orders
406
Net Profit
43.38%
Average Win
30.44%
Average Loss
-7.86%
Annual Return
43.38%
Max Drawdown
-21.59%
Win Rate
0.4%
Profit/Loss Ratio
6.87
Alpha
0.087
Beta
1.302
Sortino Ratio
1.481
Total Fees
$3,002.20
Strategy Capacity
$3,907,706
Portfolio Turnover
1.25%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rnn Linear Regression 1d 2.460 33.6% -7.2% 0.6% 🏆 BEST
2 Trend Risk Protection 1d 2.378 13.4% -23.9% 0.3%
3 Lazy Trend Follower 1d 2.375 50.5% -5.7% 0.3%
4 Turtle Trading 1d 2.176 48.7% -8.1% 0.5%
5 Confident Trend 1d 2.166 6.0% -10.0% 0.5%
6 Russell Rebalancing Strategy 1d 2.155 -11.0% -25.2% 0.6%
7 Long Short Term Memory Neural Network 1d 2.144 20.4% -21.9% 0.3%
8 Ride The Aggression 1d 2.048 66.6% -17.3% 0.3%
9 Improved Index Trend 1d 2.020 -7.7% -15.1% 0.5%
10 Support Vector Machines 1d 2.011 31.4% -9.5% 0.6%
11 Inside Day 1d 1.960 35.4% -19.5% 0.5%
12 Stable Mean Revert 1d 1.958 8.4% -7.5% 0.4%
13 Stan Weinstein 1d 1.950 -19.4% -8.2% 0.4%
14 Macd 1d 1.866 59.4% -6.3% 0.3%
15 Linear Regression 1d 1.770 29.5% -8.4% 0.3%
16 Bullish Engulfing 1d 1.766 30.4% -17.7% 0.5%
17 Markov 1d 1.654 75.8% -10.7% 0.7%
18 Adx 1d 1.572 2.0% -5.9% 0.7%
19 Machine Learning Rsi 1d 1.533 5.3% -10.3% 0.7%
20 Weekly Breakout 1d 1.455 64.8% -14.1% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-04-02 00:00:00 SELL $257.73 3 $3,688,626.95 $0.77 4 $3,678,626.95 $-9,688,062.03
2023-04-06 00:00:00 BUY $119.83 40 $37,763.50 $4.79 83 $27,763.50 $-59,310.37
2023-04-21 00:00:00 SELL $81.13 4 $24,653.91 $0.32 5 $14,653.91 $-43,308.42
2023-05-11 00:00:00 SELL $420.42 1,057 $5,751,474.18 $444.38 1,674 $5,741,474.18 $-15,754,609.30
2023-05-28 00:00:00 SELL $141.00 70 $1,154,511.62 $9.87 77 $1,144,511.62 $-2,217,996.62
2023-06-04 00:00:00 SELL $149.99 17 $174,970.79 $2.55 0 $164,970.79 $0.00
2023-06-12 00:00:00 BUY $297.94 2,079 $2,167,614.25 $619.42 4,775 $2,157,614.25 $-5,257,945.09
2023-06-19 00:00:00 SELL $447.12 12 $98,815.47 $5.37 22 $88,815.47 $-206,901.82
2023-06-26 00:00:00 SELL $308.51 5 $16,963.22 $1.54 5 $6,963.22 $-20,718.65
2023-06-29 00:00:00 BUY $296.51 159 $1,650,084.41 $47.15 404 $1,640,084.41 $-2,497,799.03
2023-09-14 00:00:00 SELL $113.79 11 $12,659.14 $1.25 2 $2,659.14 $-16,061.87
2023-09-25 00:00:00 SELL $479.12 298 $393,152.27 $142.78 417 $383,152.27 $-420,771.02
2023-10-10 00:00:00 SELL $439.95 66 $3,386,969.61 $29.04 1,314 $3,376,969.61 $-11,305,753.63
2023-11-19 00:00:00 SELL $235.87 4 $25,596.44 $0.94 1 $15,596.44 $-43,478.20
2023-12-17 00:00:00 BUY $487.75 1,367 $2,113,504.22 $666.76 6,527 $2,103,504.22 $-7,413,039.85
2024-01-14 00:00:00 BUY $174.78 5,128 $2,780,926.37 $896.26 5,160 $2,770,926.37 $-8,798,460.35
2024-01-22 00:00:00 SELL $331.09 6 $91,280.13 $1.99 3 $81,280.13 $-266,987.12
2024-01-31 00:00:00 SELL $421.60 1,019 $3,733,100.03 $429.61 544 $3,723,100.03 $-11,737,468.98
2024-02-14 00:00:00 SELL $395.08 5 $390,093.60 $1.98 124 $380,093.60 $-830,602.54
2024-03-04 00:00:00 SELL $110.62 28 $35,305.39 $3.10 21 $25,305.39 $-63,492.21
2024-04-22 00:00:00 BUY $481.79 46 $412,578.80 $22.16 48 $402,578.80 $-1,114,228.19
2024-05-11 00:00:00 SELL $405.27 5 $28,052.80 $2.03 3 $18,052.80 $-56,417.47
2024-06-09 00:00:00 SELL $156.21 139 $1,106,884.50 $21.71 182 $1,096,884.50 $-2,188,492.87
2024-06-20 00:00:00 SELL $123.47 8 $337,807.03 $0.99 0 $327,807.03 $0.00
2024-07-03 00:00:00 SELL $481.05 1,326 $3,564,710.58 $637.87 462 $3,554,710.58 $-9,466,847.12
2024-07-11 00:00:00 SELL $348.74 9 $416,786.20 $3.14 35 $406,786.20 $-1,147,310.42
2024-08-10 00:00:00 SELL $59.28 76 $3,776,952.15 $4.51 38 $3,766,952.15 $-11,964,568.31
2024-08-28 00:00:00 SELL $338.72 94 $4,912,514.10 $31.84 3,857 $4,902,514.10 $-11,391,970.70
2024-09-03 00:00:00 SELL $191.44 61 $1,118,550.69 $11.68 121 $1,108,550.69 $-2,193,758.62
2024-09-04 00:00:00 SELL $101.49 17 $1,767,519.67 $1.73 33 $1,757,519.67 $-3,334,580.21
2024-09-07 00:00:00 SELL $368.94 9 $85,840.87 $3.32 26 $75,840.87 $-258,233.02
2024-09-15 00:00:00 SELL $155.77 334 $2,909,525.68 $52.03 91 $2,899,525.68 $-5,583,718.61
2024-10-31 00:00:00 SELL $400.46 4 $1,603,318.88 $1.60 8 $1,593,318.88 $-2,860,781.79
2024-11-11 00:00:00 SELL $53.62 10 $418,630.84 $0.54 20 $408,630.84 $-1,158,443.95
2024-11-20 00:00:00 SELL $160.12 1 $392,688.37 $0.16 2 $382,688.37 $-1,256,774.15
2024-11-23 00:00:00 SELL $321.13 24 $1,126,250.20 $7.71 97 $1,116,250.20 $-2,185,772.91
2024-12-02 00:00:00 BUY $444.29 16 $18,979.18 $7.11 16 $8,979.18 $-36,605.50
2024-12-14 00:00:00 SELL $200.17 446 $2,431,468.60 $89.28 213 $2,421,468.60 $-4,608,903.43
2025-01-16 00:00:00 SELL $201.53 3,413 $3,357,961.76 $687.83 1,380 $3,347,961.76 $-11,605,738.80
2025-02-09 00:00:00 BUY $420.45 134 $263,819.96 $56.34 425 $253,819.96 $-1,293,013.15
2025-02-12 00:00:00 SELL $214.95 35 $73,703.18 $7.52 96 $63,703.18 $-178,198.67
2025-02-19 00:00:00 SELL $332.34 877 $6,180,593.91 $291.47 446 $6,170,593.91 $-15,407,407.59
2025-02-27 00:00:00 BUY $189.63 37 $81,244.62 $7.02 101 $71,244.62 $-269,796.29
2025-03-27 00:00:00 SELL $91.61 430 $3,772,451.29 $39.39 114 $3,762,451.29 $-11,956,377.89
2025-04-01 00:00:00 SELL $234.94 1 $98,789.45 $0.23 3 $88,789.45 $-123,983.40
2025-04-02 00:00:00 SELL $126.52 2 $1,599,013.70 $0.25 22 $1,589,013.70 $-2,861,201.94
2025-04-29 00:00:00 SELL $264.96 300 $1,563,571.06 $79.49 3,972 $1,553,571.06 $-4,545,454.95
2025-05-17 00:00:00 SELL $471.18 57 $98,914.88 $26.86 26 $88,914.88 $-105,711.75
2025-06-02 00:00:00 SELL $406.64 2 $4,183.01 $0.81 30 $-5,816.99 $5,433.87
2025-07-17 00:00:00 SELL $481.71 34 $578,585.36 $16.38 25 $568,585.36 $-608,520.56
SUMMARY (390 total orders) $578,585.36 $41932.39 - $43.38% -

SUGAR

Best: Donchian Boyt ⏰ 1d
PSR
0.863
Sharpe Ratio
1.029
Total Orders
341
Net Profit
28.95%
Average Win
22.74%
Average Loss
-2.40%
Annual Return
28.95%
Max Drawdown
-20.95%
Win Rate
0.4%
Profit/Loss Ratio
5.53
Alpha
0.155
Beta
1.400
Sortino Ratio
1.391
Total Fees
$2,722.37
Strategy Capacity
$3,182,266
Portfolio Turnover
0.67%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Boyt 1d 2.393 -18.2% -24.2% 0.3% 🏆 BEST
2 Svm Rnn 1d 2.366 14.5% -29.0% 0.3%
3 Wheel Strategy 1d 2.308 40.7% -14.3% 0.7%
4 Stan Weinstein 1d 2.304 -10.4% -22.1% 0.3%
5 Larry Williams 1d 2.301 62.0% -16.5% 0.3%
6 Multi Layer Ema 1d 2.258 -13.3% -7.3% 0.4%
7 Russell Rebalancing Strategy 1d 2.155 -1.9% -14.4% 0.3%
8 Mfi 1d 2.033 45.5% -11.9% 0.3%
9 Neural Networks Recurrent Neural 1d 1.937 53.3% -13.8% 0.5%
10 Decision Tree 1d 1.921 75.5% -29.2% 0.6%
11 Long Short Term Memory Neural Network 1d 1.919 -6.0% -6.6% 0.3%
12 Bullish Engulfing 1d 1.919 -0.7% -19.2% 0.5%
13 Donchian Channels Breakout 1d 1.902 -17.6% -20.0% 0.6%
14 Face The Train 1d 1.895 34.9% -21.4% 0.4%
15 Pullback 1d 1.828 31.0% -27.0% 0.6%
16 Improved Index Trend 1d 1.749 3.4% -15.3% 0.4%
17 Stable Mean Revert 1d 1.748 0.2% -17.3% 0.4%
18 Markov 1d 1.703 8.6% -29.5% 0.3%
19 Ride The Aggression 1d 1.661 76.9% -29.5% 0.4%
20 Ais Micro Test Diversity Gap 1d 1.477 -10.9% -19.0% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-07-05 00:00:00 BUY $150.42 5 $17,019.43 $0.75 14 $7,019.43 $-36,423.62
2022-07-27 00:00:00 SELL $214.11 1 $128,929.69 $0.21 0 $118,929.69 $0.00
2022-08-02 00:00:00 BUY $415.37 38 $82,918.76 $15.78 60 $72,918.76 $-280,065.91
2022-08-16 00:00:00 SELL $140.04 1 $13,054.33 $0.14 2 $3,054.33 $-15,592.01
2022-09-06 00:00:00 SELL $143.97 85 $56,749.45 $12.24 23 $46,749.45 $-856,934.32
2022-09-30 00:00:00 SELL $481.20 39 $50,634.91 $18.77 39 $40,634.91 $-835,373.62
2022-11-17 00:00:00 SELL $358.84 2 $54,027.89 $0.72 3 $44,027.89 $-596,916.13
2022-12-13 00:00:00 SELL $169.07 2 $32,331.24 $0.34 5 $22,331.24 $-768,963.66
2022-12-28 00:00:00 BUY $68.61 119 $22,920.43 $8.16 152 $12,920.43 $-621,557.58
2023-01-30 00:00:00 BUY $303.73 17 $19,357.44 $5.16 118 $9,357.44 $-743,140.69
2023-03-23 00:00:00 BUY $213.74 9 $17,744.49 $1.92 115 $7,744.49 $-781,084.36
2023-04-05 00:00:00 BUY $377.49 14 $66,353.43 $5.28 119 $56,353.43 $-254,781.54
2023-04-26 00:00:00 SELL $478.48 35 $60,062.06 $16.75 9 $50,062.06 $-895,075.65
2023-05-07 00:00:00 BUY $368.02 8 $50,114.95 $2.94 21 $40,114.95 $-699,815.62
2023-05-23 00:00:00 SELL $422.00 2 $9,060.20 $0.84 3 $-939.80 $-3,787.11
2023-06-14 00:00:00 SELL $78.52 1 $33,996.45 $0.08 0 $23,996.45 $0.00
2023-07-09 00:00:00 BUY $317.68 4 $46,083.91 $1.27 15 $36,083.91 $-833,921.61
2023-07-14 00:00:00 SELL $132.66 35 $67,327.74 $4.64 147 $57,327.74 $-186,291.92
2023-08-04 00:00:00 SELL $199.96 123 $47,355.88 $24.59 11 $37,355.88 $-836,487.23
2023-08-26 00:00:00 SELL $373.19 72 $33,399.94 $26.87 6 $23,399.94 $-51,392.08
2023-10-08 00:00:00 BUY $450.11 53 $59,038.87 $23.86 113 $49,038.87 $-269,909.10
2024-01-01 00:00:00 SELL $339.49 1 $59,490.87 $0.34 8 $49,490.87 $-586,157.46
2024-01-13 00:00:00 SELL $340.99 1 $47,702.03 $0.34 1 $37,702.03 $-730,993.01
2024-01-17 00:00:00 BUY $364.77 25 $51,245.46 $9.12 31 $41,245.46 $-577,565.66
2024-01-19 00:00:00 SELL $104.41 135 $65,163.08 $14.10 22 $55,163.08 $-571,290.23
2024-01-22 00:00:00 BUY $68.60 203 $56,997.02 $13.93 239 $46,997.02 $-491,427.31
2024-02-13 00:00:00 SELL $93.90 2 $40,675.75 $0.19 68 $30,675.75 $-122,480.53
2024-02-27 00:00:00 BUY $174.37 88 $74,659.48 $15.34 170 $64,659.48 $-372,586.69
2024-05-04 00:00:00 BUY $177.30 3 $10,125.93 $0.53 8 $125.93 $-10,880.36
2024-06-24 00:00:00 SELL $94.98 1 $52,997.44 $0.09 3 $42,997.44 $-807,302.87
2024-07-03 00:00:00 SELL $254.77 87 $89,470.79 $22.17 60 $79,470.79 $-190,506.44
2024-07-23 00:00:00 BUY $460.74 11 $40,255.72 $5.07 24 $30,255.72 $-602,564.79
2024-08-26 00:00:00 SELL $335.59 1 $59,261.98 $0.34 0 $49,261.98 $0.00
2024-09-15 00:00:00 SELL $204.70 2 $9,602.81 $0.41 0 $-397.19 $0.00
2024-10-12 00:00:00 BUY $100.55 35 $11,101.95 $3.52 49 $1,101.95 $-39,709.59
2024-10-15 00:00:00 SELL $148.16 21 $63,947.86 $3.11 10 $53,947.86 $-578,014.54
2024-11-04 00:00:00 SELL $308.20 4 $75,170.14 $1.23 3 $65,170.14 $-177,659.45
2024-11-08 00:00:00 BUY $369.02 50 $110,460.01 $18.45 50 $100,460.01 $-399,122.34
2024-11-26 00:00:00 SELL $224.82 7 $71,683.33 $1.57 19 $61,683.33 $-192,536.64
2024-12-29 00:00:00 BUY $456.53 8 $25,033.32 $3.65 87 $15,033.32 $-755,706.44
2025-01-03 00:00:00 SELL $376.89 5 $98,993.11 $1.88 6 $88,993.11 $-266,208.86
2025-01-09 00:00:00 SELL $122.36 1 $9,875.55 $0.12 0 $-124.45 $0.00
2025-02-15 00:00:00 SELL $231.14 15 $99,326.84 $3.47 2 $89,326.84 $-205,330.53
2025-03-02 00:00:00 BUY $169.29 4 $45,406.06 $0.68 19 $35,406.06 $-836,740.90
2025-03-07 00:00:00 BUY $81.40 21 $11,343.19 $1.71 23 $1,343.19 $-13,999.85
2025-04-18 00:00:00 BUY $51.95 79 $28,689.24 $4.10 79 $18,689.24 $-787,216.85
2025-04-28 00:00:00 BUY $352.17 18 $52,693.44 $6.34 131 $42,693.44 $-298,493.32
2025-05-03 00:00:00 SELL $360.26 120 $123,143.46 $43.23 2 $113,143.46 $-224,608.94
2025-05-18 00:00:00 BUY $493.74 73 $87,239.13 $36.04 74 $77,239.13 $-188,792.99
2025-05-29 00:00:00 SELL $393.82 18 $52,091.58 $7.09 39 $42,091.58 $-98,871.58
SUMMARY (313 total orders) $52,091.58 $1853.68 - $28.95% -

COFFEE

Best: Macd ⏰ 1d
PSR
0.438
Sharpe Ratio
0.236
Total Orders
259
Net Profit
45.00%
Average Win
17.39%
Average Loss
-2.00%
Annual Return
45.00%
Max Drawdown
-24.86%
Win Rate
0.3%
Profit/Loss Ratio
2.69
Alpha
0.155
Beta
1.601
Sortino Ratio
0.401
Total Fees
$860.25
Strategy Capacity
$1,069,978
Portfolio Turnover
2.47%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Macd 1d 2.495 7.6% -24.9% 0.4% 🏆 BEST
2 Linear Regression 1d 2.479 -9.6% -26.9% 0.7%
3 Larry Williams 1d 2.475 -17.1% -14.9% 0.6%
4 Bitcoin 1d 2.456 51.4% -7.6% 0.5%
5 Adx 1d 2.403 68.6% -15.3% 0.3%
6 Decision Tree 3 1d 2.381 -13.1% -22.5% 0.5%
7 Bollinger Bands 1d 2.359 49.7% -14.4% 0.4%
8 Markov 1d 2.347 -0.8% -15.3% 0.6%
9 Buyandhold 1d 2.234 -16.1% -11.8% 0.4%
10 Inside Day 1d 2.227 22.9% -20.2% 0.7%
11 Ride The Aggression 1d 2.180 79.5% -6.1% 0.6%
12 Rsi 1d 2.169 -16.6% -14.5% 0.5%
13 Machine Learning Rsi 1d 2.146 14.3% -28.0% 0.4%
14 Neural Networks Recurrent Neural 1d 2.067 7.1% -25.9% 0.6%
15 Multi Layer Ema 1d 2.052 75.6% -9.9% 0.4%
16 Long Short Term Memory Neural Network 1d 1.951 42.6% -15.5% 0.4%
17 Support Vector Machines 1d 1.864 11.7% -27.5% 0.5%
18 Svm Rnn 1d 1.779 -7.7% -11.6% 0.4%
19 Stan Weinstein 1d 1.572 -4.6% -6.3% 0.5%
20 Donchian Channels Breakout 1d 1.555 52.2% -10.7% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-08-06 00:00:00 SELL $222.69 6 $6,654.73 $1.34 3 $-3,345.27 $-10,705.02
2021-08-11 00:00:00 BUY $60.70 1,005 $191,220.27 $61.01 1,006 $181,220.27 $-378,339.07
2021-09-16 00:00:00 SELL $111.16 1,383 $636,616.23 $153.74 955 $626,616.23 $-953,174.72
2021-10-03 00:00:00 BUY $252.52 444 $303,836.80 $112.12 1,268 $293,836.80 $-1,051,792.58
2021-10-23 00:00:00 SELL $188.14 1 $63,757.26 $0.19 0 $53,757.26 $0.00
2022-01-26 00:00:00 SELL $485.73 85 $144,934.85 $41.29 141 $134,934.85 $-273,226.96
2022-02-04 00:00:00 SELL $145.19 14 $540,381.09 $2.03 61 $530,381.09 $-624,783.49
2022-03-25 00:00:00 SELL $272.88 154 $1,253,875.01 $42.02 159 $1,243,875.01 $-5,013,960.33
2022-06-30 00:00:00 SELL $148.65 1 $510,070.67 $0.15 1 $500,070.67 $-773,670.90
2022-08-20 00:00:00 SELL $317.53 3 $594,117.24 $0.95 3 $584,117.24 $-1,192,492.44
2022-08-21 00:00:00 SELL $256.95 1 $252,286.55 $0.26 1 $242,286.55 $-439,148.10
2022-08-23 00:00:00 BUY $224.23 2 $85,958.66 $0.45 79 $75,958.66 $-132,922.98
2022-10-05 00:00:00 SELL $63.94 870 $692,190.90 $55.63 85 $682,190.90 $-1,053,898.49
2022-12-20 00:00:00 SELL $101.81 60 $46,667.55 $6.11 61 $36,667.55 $-88,421.41
2023-02-11 00:00:00 SELL $426.28 129 $192,154.61 $54.99 271 $182,154.61 $-323,883.65
2023-03-11 00:00:00 BUY $290.02 28 $40,565.03 $8.12 121 $30,565.03 $-51,418.80
2023-03-21 00:00:00 SELL $57.98 2,038 $520,114.66 $118.16 1,704 $510,114.66 $-2,731,155.07
2023-03-31 00:00:00 BUY $99.60 2 $7,591.70 $0.20 2 $-2,408.30 $-11,173.90
2023-04-16 00:00:00 BUY $346.19 372 $465,885.25 $128.78 372 $455,885.25 $-1,064,661.17
2023-05-10 00:00:00 SELL $198.11 223 $133,833.38 $44.18 59 $123,833.38 $-299,912.60
2023-06-19 00:00:00 BUY $337.43 6 $1,449,308.57 $2.02 93 $1,439,308.57 $-5,691,793.67
2023-06-22 00:00:00 SELL $256.24 48 $1,924,792.61 $12.30 4 $1,914,792.61 $-6,707,111.24
2023-09-15 00:00:00 SELL $440.96 77 $869,787.10 $33.95 25 $859,787.10 $-1,778,547.13
2023-09-19 00:00:00 BUY $334.98 138 $786,789.61 $46.23 148 $776,789.61 $-2,096,120.94
2023-10-15 00:00:00 BUY $265.16 49 $89,927.55 $12.99 115 $79,927.55 $-156,071.27
2023-10-24 00:00:00 BUY $476.82 338 $820,665.36 $161.16 1,449 $810,665.36 $-4,205,274.55
2023-11-16 00:00:00 BUY $482.73 25 $74,034.01 $12.07 60 $64,034.01 $-126,657.81
2024-01-23 00:00:00 SELL $98.37 112 $797,795.63 $11.02 36 $787,795.63 $-2,188,383.88
2024-01-24 00:00:00 SELL $214.76 76 $650,784.13 $16.32 348 $640,784.13 $-1,409,374.22
2024-02-04 00:00:00 BUY $322.97 5 $188,228.21 $1.61 144 $178,228.21 $-340,324.15
2024-02-04 00:00:00 BUY $409.30 132 $639,156.82 $54.03 2,486 $629,156.82 $-1,521,559.16
2024-02-25 00:00:00 BUY $460.78 248 $1,164,940.90 $114.27 248 $1,154,940.90 $-5,271,405.60
2024-03-11 00:00:00 SELL $129.42 324 $1,290,115.59 $41.93 46 $1,280,115.59 $-4,568,749.44
2024-03-30 00:00:00 BUY $122.46 270 $91,483.61 $33.06 270 $81,483.61 $-190,704.10
2024-04-17 00:00:00 SELL $152.73 2 $29,715.11 $0.31 1 $19,715.11 $-27,676.53
2024-05-22 00:00:00 SELL $234.21 10 $1,387,537.40 $2.34 12 $1,377,537.40 $-3,680,578.58
2024-06-02 00:00:00 SELL $358.85 1 $30,073.60 $0.36 0 $20,073.60 $0.00
2024-06-12 00:00:00 SELL $360.37 38 $1,303,795.96 $13.69 8 $1,293,795.96 $-4,571,819.62
2024-07-04 00:00:00 SELL $429.72 21 $86,407.56 $9.02 77 $76,407.56 $-117,548.42
2024-07-27 00:00:00 SELL $137.67 1,446 $782,584.12 $199.07 6,459 $772,584.12 $-5,728,293.40
2024-08-17 00:00:00 SELL $376.66 464 $1,100,670.70 $174.77 877 $1,090,670.70 $-5,055,350.92
2024-09-10 00:00:00 SELL $354.11 67 $89,394.34 $23.73 121 $79,394.34 $-180,921.06
2024-11-02 00:00:00 SELL $233.13 14 $496,591.39 $3.26 39 $486,591.39 $-764,727.61
2024-12-18 00:00:00 BUY $451.63 52 $104,164.34 $23.48 76 $94,164.34 $-222,508.47
2025-03-28 00:00:00 SELL $301.31 14 $1,169,155.09 $4.22 234 $1,159,155.09 $-5,429,443.81
2025-04-11 00:00:00 SELL $105.32 653 $651,437.32 $68.77 668 $641,437.32 $-2,075,344.07
2025-04-25 00:00:00 BUY $149.79 1,025 $946,648.35 $153.54 6,233 $936,648.35 $-5,167,752.59
2025-06-15 00:00:00 SELL $86.67 24 $799,873.56 $2.08 12 $789,873.56 $-2,190,885.07
2025-06-22 00:00:00 BUY $171.71 262 $690,745.14 $44.99 687 $680,745.14 $-2,137,991.35
2025-06-30 00:00:00 BUY $430.92 4 $6,574.04 $1.72 5 $-3,425.96 $-6,241.93
SUMMARY (253 total orders) $6,574.04 $15484.94 - $45.00% -

COCOA

Best: Face The Train ⏰ 1d
PSR
0.907
Sharpe Ratio
0.584
Total Orders
487
Net Profit
36.66%
Average Win
34.41%
Average Loss
-3.42%
Annual Return
36.66%
Max Drawdown
-23.66%
Win Rate
0.5%
Profit/Loss Ratio
7.37
Alpha
0.065
Beta
1.491
Sortino Ratio
1.629
Total Fees
$3,730.23
Strategy Capacity
$4,750,525
Portfolio Turnover
1.94%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Face The Train 1d 2.327 71.6% -16.2% 0.5% 🏆 BEST
2 Weekly Breakout 1d 2.258 31.7% -29.7% 0.6%
3 Bitcoin 1d 2.244 66.6% -21.4% 0.3%
4 Wheel Strategy 1d 2.197 43.1% -15.2% 0.3%
5 Neural Networks Recurrent Neural 1d 2.179 44.0% -16.6% 0.5%
6 Ais Micro Test Diversity Gap 1d 2.109 51.3% -17.0% 0.4%
7 Linear Regression 1d 2.079 -2.5% -29.2% 0.4%
8 Decision Tree 3 1d 2.049 2.2% -24.2% 0.4%
9 Pullback 1d 1.942 -4.3% -10.3% 0.4%
10 Donchian Channels Breakout 1d 1.907 67.3% -27.8% 0.5%
11 Rnn Linear Regression 1d 1.882 -15.4% -23.6% 0.3%
12 Long Short Term Memory Neural Network 1d 1.868 75.2% -14.9% 0.4%
13 Bullish Engulfing 1d 1.613 76.3% -7.5% 0.7%
14 Rsi 1d 1.612 37.8% -21.0% 0.3%
15 Markov 1d 1.604 68.3% -17.9% 0.4%
16 Inside Day 1d 1.596 54.8% -29.8% 0.3%
17 Russell Rebalancing Strategy 1d 1.502 64.7% -18.3% 0.4%
18 Crude Oil 1d 1.497 -5.7% -7.7% 0.4%
19 Larry Williams 1d 1.440 -9.5% -25.1% 0.3%
20 Turtle Trading 1d 1.269 75.8% -18.4% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-05-24 00:00:00 SELL $248.29 288 $1,008,019.56 $71.51 39 $998,019.56 $-3,188,678.73
2023-06-03 00:00:00 SELL $255.42 39 $1,832,292.08 $9.96 1 $1,822,292.08 $-6,458,662.28
2023-06-14 00:00:00 BUY $167.38 30 $14,665.71 $5.02 30 $4,665.71 $-28,962.25
2023-06-19 00:00:00 BUY $249.40 2,079 $2,630,744.56 $518.50 2,082 $2,620,744.56 $-11,040,684.08
2023-06-30 00:00:00 SELL $483.31 248 $1,018,017.74 $119.86 23 $1,008,017.74 $-1,984,126.12
2023-07-08 00:00:00 SELL $101.60 98 $1,869,445.43 $9.96 58 $1,859,445.43 $-8,207,839.81
2023-07-28 00:00:00 BUY $144.30 536 $2,005,208.81 $77.34 857 $1,995,208.81 $-4,322,417.23
2023-07-29 00:00:00 SELL $385.58 200 $152,186.49 $77.12 67 $142,186.49 $-238,271.94
2023-08-10 00:00:00 BUY $471.86 1 $22,205.64 $0.47 6 $12,205.64 $-123,896.88
2023-08-11 00:00:00 SELL $487.71 8 $113,105.70 $3.90 4 $103,105.70 $-199,923.32
2023-08-20 00:00:00 SELL $115.49 3 $17,464.72 $0.35 7 $7,464.72 $-111,709.96
2023-09-06 00:00:00 SELL $140.64 3 $654,854.74 $0.42 1,223 $644,854.74 $-2,478,890.80
2023-09-07 00:00:00 SELL $99.53 14 $13,267.38 $1.39 13 $3,267.38 $-12,802.83
2023-09-20 00:00:00 BUY $109.47 32 $15,341.25 $3.50 33 $5,341.25 $-35,392.39
2023-10-03 00:00:00 BUY $177.66 850 $1,850,315.61 $151.01 1,235 $1,840,315.61 $-16,464,376.01
2023-10-22 00:00:00 BUY $343.64 9 $16,649.51 $3.09 25 $6,649.51 $-41,055.80
2023-10-28 00:00:00 SELL $86.24 1,002 $2,717,071.16 $86.41 1,080 $2,707,071.16 $-11,985,291.48
2023-11-02 00:00:00 BUY $415.76 3 $18,119.39 $1.25 3 $8,119.39 $-18,878.48
2023-11-07 00:00:00 SELL $240.94 149 $198,093.68 $35.90 99 $188,093.68 $-291,535.10
2023-11-23 00:00:00 SELL $409.41 919 $2,188,597.80 $376.25 289 $2,178,597.80 $-17,581,314.54
2023-11-28 00:00:00 BUY $173.65 963 $535,698.45 $167.23 1,013 $525,698.45 $-1,152,633.48
2023-12-23 00:00:00 BUY $325.55 31 $172,470.95 $10.09 317 $162,470.95 $-260,652.66
2024-01-15 00:00:00 SELL $388.98 1 $20,764.81 $0.39 0 $10,764.81 $0.00
2024-01-21 00:00:00 SELL $415.89 732 $698,275.45 $304.44 424 $688,275.45 $-585,185.26
2024-02-01 00:00:00 SELL $178.27 5 $898,276.61 $0.89 271 $888,276.61 $-1,946,932.13
2024-02-10 00:00:00 BUY $80.49 2,073 $1,567,838.61 $166.86 3,201 $1,557,838.61 $-4,670,692.53
2024-03-22 00:00:00 SELL $177.96 11 $15,170.95 $1.96 0 $5,170.95 $0.00
2024-03-23 00:00:00 SELL $407.98 19 $936,582.34 $7.75 327 $926,582.34 $-3,064,953.78
2024-04-14 00:00:00 SELL $402.80 748 $1,911,337.67 $301.29 417 $1,901,337.67 $-7,711,946.24
2024-05-15 00:00:00 SELL $385.21 20 $1,822,340.59 $7.70 40 $1,812,340.59 $-6,443,509.33
2024-06-08 00:00:00 SELL $85.93 12 $98,657.80 $1.03 3 $88,657.80 $-240,360.23
2024-09-19 00:00:00 BUY $257.04 38 $2,136,971.07 $9.77 544 $2,126,971.07 $-16,694,965.72
2024-10-29 00:00:00 SELL $403.92 184 $2,185,591.93 $74.32 75 $2,175,591.93 $-15,604,952.45
2024-11-07 00:00:00 SELL $413.77 299 $1,823,978.95 $123.72 250 $1,813,978.95 $-5,932,094.42
2024-11-16 00:00:00 SELL $290.51 4 $1,885,056.07 $1.16 12 $1,875,056.07 $-8,210,246.72
2025-01-23 00:00:00 SELL $495.96 462 $2,392,669.95 $229.13 49 $2,382,669.95 $-15,967,103.26
2025-02-24 00:00:00 SELL $192.96 7 $694,604.45 $1.35 134 $684,604.45 $-904,003.34
2025-03-08 00:00:00 SELL $174.58 20 $18,003.06 $3.49 11 $8,003.06 $-98,030.56
2025-03-17 00:00:00 BUY $383.82 163 $471,889.83 $62.56 1,229 $461,889.83 $-1,460,962.55
2025-04-17 00:00:00 SELL $242.64 45 $711,715.53 $10.92 21 $701,715.53 $-982,748.03
2025-04-25 00:00:00 BUY $465.72 1 $20,411.34 $0.47 8 $10,411.34 $-41,125.97
2025-05-02 00:00:00 SELL $260.96 108 $844,496.43 $28.18 470 $834,496.43 $-2,827,909.05
2025-05-23 00:00:00 SELL $328.10 19 $230,901.11 $6.23 4 $220,901.11 $-389,985.28
2025-05-27 00:00:00 SELL $416.72 671 $2,469,542.67 $279.62 415 $2,459,542.67 $-18,099,510.17
2025-05-29 00:00:00 BUY $243.22 709 $482,239.53 $172.44 1,932 $472,239.53 $-2,180,996.04
2025-06-16 00:00:00 SELL $105.63 165 $543,749.05 $17.43 677 $533,749.05 $-1,257,029.22
2025-07-13 00:00:00 SELL $168.47 1 $19,233.21 $0.17 1 $9,233.21 $-19,957.29
2025-07-13 00:00:00 SELL $217.70 218 $202,740.69 $47.46 9 $192,740.69 $-480,419.40
2025-07-23 00:00:00 BUY $87.82 861 $636,031.00 $75.61 882 $626,031.00 $-910,390.44
2025-07-24 00:00:00 SELL $240.12 19 $3,345,488.70 $4.56 13 $3,335,488.70 $-10,250,262.62
SUMMARY (470 total orders) $3,345,488.70 $41771.61 - $36.66% -

COTTON

Best: Weekly Breakout ⏰ 1d
PSR
0.864
Sharpe Ratio
1.175
Total Orders
183
Net Profit
28.38%
Average Win
27.18%
Average Loss
-4.65%
Annual Return
28.38%
Max Drawdown
-14.02%
Win Rate
0.3%
Profit/Loss Ratio
4.65
Alpha
0.186
Beta
1.251
Sortino Ratio
0.600
Total Fees
$3,934.51
Strategy Capacity
$1,716,215
Portfolio Turnover
0.94%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Weekly Breakout 1d 2.488 -13.1% -15.7% 0.4% 🏆 BEST
2 Trend Risk Protection 1d 2.475 51.1% -11.8% 0.3%
3 Inside Day 1d 2.473 35.5% -13.3% 0.5%
4 Svm Rnn 1d 2.399 -11.5% -18.7% 0.7%
5 Decision Tree 1d 2.260 -15.9% -20.2% 0.4%
6 Stable Mean Revert 1d 2.250 41.1% -14.1% 0.6%
7 Markov 1d 2.167 16.5% -15.7% 0.6%
8 Decision Tree 3 1d 2.124 12.6% -17.4% 0.4%
9 Ride The Aggression 1d 1.947 7.7% -28.0% 0.5%
10 Improved Index Trend 1d 1.875 32.7% -21.1% 0.3%
11 Wheel Strategy 1d 1.860 56.6% -26.6% 0.3%
12 Pullback 1d 1.855 37.6% -11.1% 0.4%
13 Mfi 1d 1.791 38.6% -28.2% 0.4%
14 Donchian Channels Breakout 1d 1.777 66.4% -18.5% 0.4%
15 Neural Networks Recurrent Neural 1d 1.752 52.8% -20.9% 0.3%
16 Machine Learning Rsi 1d 1.741 -19.4% -9.1% 0.5%
17 Buyandhold 1d 1.677 33.7% -21.9% 0.4%
18 Russell Rebalancing Strategy 1d 1.651 -7.5% -14.8% 0.4%
19 Support Vector Machines 1d 1.416 71.4% -12.6% 0.5%
20 Confident Trend 1d 1.333 32.6% -22.3% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-08-28 00:00:00 BUY $180.21 12 $10,370.40 $2.16 27 $370.40 $-11,155.41
2019-10-30 00:00:00 SELL $405.51 2 $58,008.33 $0.81 0 $48,008.33 $0.00
2019-11-29 00:00:00 SELL $87.61 44 $83,732.68 $3.85 8 $73,732.68 $-351,687.39
2019-12-13 00:00:00 SELL $211.62 1 $13,122.54 $0.21 0 $3,122.54 $0.00
2020-04-28 00:00:00 SELL $216.43 16 $55,265.82 $3.46 10 $45,265.82 $-220,844.85
2020-07-17 00:00:00 SELL $205.95 1 $43,838.82 $0.21 0 $33,838.82 $0.00
2020-07-18 00:00:00 SELL $200.97 54 $73,363.11 $10.85 65 $63,363.11 $-360,515.33
2020-07-22 00:00:00 BUY $166.27 81 $36,329.89 $13.47 93 $26,329.89 $-142,329.33
2020-09-15 00:00:00 BUY $286.02 2 $9,427.40 $0.57 2 $-572.60 $572.03
2020-09-22 00:00:00 SELL $349.20 1 $51,814.04 $0.35 0 $41,814.04 $0.00
2020-11-03 00:00:00 SELL $215.03 10 $61,246.84 $2.15 26 $51,246.84 $-128,753.06
2020-11-28 00:00:00 SELL $357.72 11 $44,842.96 $3.93 68 $34,842.96 $-131,685.16
2021-01-15 00:00:00 SELL $327.08 6 $14,145.77 $1.96 0 $4,145.77 $0.00
2021-01-16 00:00:00 BUY $189.63 9 $20,329.53 $1.71 114 $10,329.53 $-274,307.44
2021-02-27 00:00:00 SELL $493.28 1 $68,208.67 $0.49 1 $58,208.67 $-179,839.23
2021-04-02 00:00:00 SELL $59.55 10 $13,111.46 $0.60 4 $3,111.46 $-27,899.84
2021-04-25 00:00:00 BUY $356.51 5 $49,811.28 $1.78 12 $39,811.28 $-151,731.84
2021-05-05 00:00:00 SELL $384.36 1 $54,209.38 $0.38 31 $44,209.38 $-75,477.05
2021-06-05 00:00:00 SELL $399.57 23 $45,510.90 $9.19 70 $35,510.90 $-143,290.18
2021-09-07 00:00:00 SELL $72.79 2 $14,405.75 $0.15 0 $4,405.75 $0.00
2021-10-19 00:00:00 SELL $197.86 3 $12,423.58 $0.59 0 $2,423.58 $0.00
2021-11-27 00:00:00 BUY $410.77 6 $12,516.54 $2.46 14 $2,516.54 $-19,922.62
2022-01-11 00:00:00 SELL $355.70 3 $66,593.63 $1.07 12 $56,593.63 $-106,229.98
2022-02-09 00:00:00 SELL $451.43 3 $62,599.77 $1.35 23 $52,599.77 $-123,960.90
2022-03-04 00:00:00 SELL $325.93 1 $11,830.59 $0.33 3 $1,830.59 $-30,192.40
2022-06-02 00:00:00 BUY $101.97 94 $43,178.85 $9.59 94 $33,178.85 $-53,424.80
2022-07-18 00:00:00 BUY $136.86 14 $11,204.55 $1.92 14 $1,204.55 $-32,411.84
2022-07-18 00:00:00 SELL $391.76 2 $52,916.64 $0.78 3 $42,916.64 $-47,319.61
2022-09-04 00:00:00 SELL $385.22 10 $38,893.83 $3.85 37 $28,893.83 $-232,506.86
2023-01-12 00:00:00 BUY $451.46 35 $47,878.39 $15.80 35 $37,878.39 $-284,684.24
2023-04-13 00:00:00 SELL $96.42 10 $48,841.63 $0.96 25 $38,841.63 $-313,875.93
2023-05-19 00:00:00 SELL $103.16 29 $57,198.12 $2.99 2 $47,198.12 $-87,186.02
2023-06-17 00:00:00 BUY $244.60 39 $57,011.35 $9.54 55 $47,011.35 $-168,918.57
2023-08-07 00:00:00 BUY $457.77 23 $46,472.08 $10.53 78 $36,472.08 $-156,204.94
2023-08-24 00:00:00 SELL $152.87 12 $68,682.28 $1.83 1 $58,682.28 $-113,263.68
2023-08-30 00:00:00 SELL $163.55 2 $35,045.45 $0.33 47 $25,045.45 $-239,073.29
2023-10-17 00:00:00 SELL $438.83 15 $51,465.20 $6.58 1 $41,465.20 $-246,321.29
2023-10-18 00:00:00 SELL $492.77 45 $59,015.25 $22.17 40 $49,015.25 $-311,604.77
2023-10-20 00:00:00 BUY $67.64 20 $57,661.12 $1.35 60 $47,661.12 $-327,257.38
2024-01-12 00:00:00 BUY $243.18 12 $66,849.70 $2.92 13 $56,849.70 $-107,337.03
2024-05-03 00:00:00 SELL $300.95 2 $51,907.06 $0.60 1 $41,907.06 $-315,985.48
2024-06-17 00:00:00 SELL $89.21 20 $51,305.77 $1.78 3 $41,305.77 $-316,018.81
2024-08-25 00:00:00 BUY $216.58 3 $58,448.15 $0.65 31 $48,448.15 $-172,968.79
2024-09-04 00:00:00 BUY $113.81 10 $12,535.05 $1.14 15 $2,535.05 $-13,175.77
2024-11-26 00:00:00 SELL $439.39 44 $52,133.90 $19.33 5 $42,133.90 $-46,297.96
2024-11-30 00:00:00 SELL $345.39 7 $12,911.13 $2.42 1 $2,911.13 $-33,982.52
2024-12-23 00:00:00 BUY $372.86 6 $12,830.94 $2.24 16 $2,830.94 $-13,503.49
2025-04-02 00:00:00 SELL $260.01 32 $53,387.13 $8.32 38 $43,387.13 $-77,511.94
2025-06-08 00:00:00 BUY $493.31 4 $49,838.81 $1.97 4 $39,838.81 $-244,786.87
2025-06-18 00:00:00 SELL $466.17 8 $14,260.30 $3.73 2 $4,260.30 $-4,904.65
SUMMARY (168 total orders) $14,260.30 $830.62 - $28.38% -

RICE

Best: Weekly Breakout ⏰ 1d
PSR
0.792
Sharpe Ratio
2.082
Total Orders
348
Net Profit
21.97%
Average Win
20.20%
Average Loss
-2.78%
Annual Return
21.97%
Max Drawdown
-18.47%
Win Rate
0.2%
Profit/Loss Ratio
7.67
Alpha
-0.090
Beta
1.016
Sortino Ratio
1.385
Total Fees
$1,341.69
Strategy Capacity
$711,635
Portfolio Turnover
1.36%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Weekly Breakout 1d 2.353 -2.2% -15.6% 0.4% 🏆 BEST
2 Neural Networks Recurrent Neural 1d 2.351 56.0% -22.5% 0.3%
3 Wheel Strategy 1d 2.350 14.0% -5.5% 0.6%
4 Mfi 1d 2.281 55.7% -19.9% 0.5%
5 Bollinger Bands 1d 2.239 28.6% -15.7% 0.4%
6 Macd 1d 2.145 13.2% -12.0% 0.6%
7 Larry Williams 1d 2.135 27.5% -8.3% 0.3%
8 Buyandhold 1d 2.112 45.3% -6.9% 0.5%
9 Rnn Linear Regression 1d 2.074 36.2% -7.6% 0.4%
10 Linear Regression 1d 1.913 58.4% -12.2% 0.4%
11 Decision Tree 1d 1.901 25.5% -21.6% 0.4%
12 Long Short Term Memory Neural Network 1d 1.826 -3.6% -11.4% 0.5%
13 Stable Mean Revert 1d 1.816 76.9% -11.2% 0.6%
14 Trend Risk Protection 1d 1.765 -11.7% -17.6% 0.4%
15 Ais Micro Test Diversity Gap 1d 1.681 -17.6% -27.5% 0.5%
16 Donchian Channels Breakout 1d 1.597 69.3% -11.4% 0.4%
17 Bitcoin 1d 1.583 28.2% -24.7% 0.4%
18 Decision Tree 3 1d 1.467 13.6% -7.0% 0.7%
19 Lazy Trend Follower 1d 1.460 50.8% -9.2% 0.7%
20 Support Vector Machines 1d 1.439 33.0% -6.3% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-01-21 00:00:00 BUY $149.23 183 $204,995.27 $27.31 183 $194,995.27 $-843,482.58
2023-04-08 00:00:00 BUY $227.18 21 $33,465.86 $4.77 59 $23,465.86 $-112,376.36
2023-04-08 00:00:00 SELL $406.82 61 $192,838.00 $24.82 16 $182,838.00 $-1,369,789.49
2023-04-19 00:00:00 SELL $426.66 1 $32,723.89 $0.43 1 $22,723.89 $-70,965.21
2023-04-20 00:00:00 SELL $184.29 8 $202,155.44 $1.47 12 $192,155.44 $-470,566.07
2023-05-04 00:00:00 SELL $66.27 1 $38,286.42 $0.07 0 $28,286.42 $0.00
2023-05-08 00:00:00 BUY $232.14 240 $157,659.95 $55.71 286 $147,659.95 $-715,994.83
2023-06-08 00:00:00 BUY $229.61 5 $151,265.77 $1.15 330 $141,265.77 $-128,403.43
2023-06-11 00:00:00 SELL $276.75 38 $96,969.45 $10.52 26 $86,969.45 $-149,214.43
2023-06-20 00:00:00 SELL $214.05 15 $12,675.72 $3.21 0 $2,675.72 $0.00
2023-07-01 00:00:00 SELL $437.19 14 $232,331.61 $6.12 0 $222,331.61 $0.00
2023-07-25 00:00:00 BUY $335.66 4 $13,859.48 $1.34 7 $3,859.48 $-48,614.80
2023-08-25 00:00:00 SELL $130.38 2 $207,218.39 $0.26 1 $197,218.39 $-382,612.61
2023-08-26 00:00:00 BUY $137.91 354 $115,277.22 $48.82 489 $105,277.22 $-947,784.67
2023-08-28 00:00:00 BUY $465.82 19 $241,776.47 $8.85 106 $231,776.47 $-443,804.13
2023-09-11 00:00:00 SELL $60.94 4 $306,794.02 $0.24 0 $296,794.02 $0.00
2023-10-04 00:00:00 SELL $402.90 264 $257,524.90 $106.37 66 $247,524.90 $-178,730.36
2023-10-09 00:00:00 SELL $130.50 3 $32,194.45 $0.39 3 $22,194.45 $-71,000.36
2023-11-17 00:00:00 SELL $203.80 10 $292,288.58 $2.04 54 $282,288.58 $-1,817,964.24
2023-12-08 00:00:00 BUY $399.95 172 $174,029.97 $68.79 263 $164,029.97 $-1,058,149.09
2024-02-09 00:00:00 BUY $112.26 9 $7,108.53 $1.01 19 $-2,891.47 $-18,959.89
2024-02-18 00:00:00 SELL $294.63 25 $247,945.70 $7.37 99 $237,945.70 $-464,012.50
2024-03-16 00:00:00 BUY $154.82 20 $7,337.87 $3.10 85 $-2,662.13 $-42,566.15
2024-04-02 00:00:00 SELL $291.59 8 $264,361.80 $2.33 37 $254,361.80 $-1,053,255.03
2024-04-10 00:00:00 SELL $430.10 4 $21,917.88 $1.72 1 $11,917.88 $-62,818.42
2024-04-20 00:00:00 SELL $341.12 303 $152,414.95 $103.36 325 $142,414.95 $-93,309.30
2024-04-24 00:00:00 SELL $363.24 60 $224,665.29 $21.79 17 $214,665.29 $-920,084.32
2024-06-19 00:00:00 BUY $220.23 1 $7,682.95 $0.22 8 $-2,317.05 $-15,569.88
2024-06-27 00:00:00 BUY $85.02 32 $35,563.05 $2.72 32 $25,563.05 $-94,912.45
2024-07-18 00:00:00 SELL $471.78 4 $9,568.18 $1.89 4 $-431.82 $-15,664.85
2024-07-31 00:00:00 SELL $85.65 17 $206,957.89 $1.46 3 $196,957.89 $-382,486.03
2024-08-02 00:00:00 SELL $141.32 165 $228,289.44 $23.32 18 $218,289.44 $-895,556.97
2024-09-12 00:00:00 SELL $341.41 19 $305,282.45 $6.49 8 $295,282.45 $-1,826,238.31
2024-10-25 00:00:00 SELL $346.02 2 $12,472.44 $0.69 0 $2,472.44 $0.00
2024-11-07 00:00:00 BUY $132.18 10 $219,536.43 $1.32 621 $209,536.43 $-1,832,737.02
2024-11-13 00:00:00 BUY $262.52 111 $173,517.14 $29.14 148 $163,517.14 $-802,798.35
2024-11-16 00:00:00 BUY $154.59 11 $8,469.18 $1.70 14 $-1,530.82 $-30,786.14
2025-01-27 00:00:00 SELL $317.33 4 $306,550.49 $1.27 4 $296,550.49 $-1,827,700.31
2025-03-27 00:00:00 SELL $456.80 1 $46,676.91 $0.46 16 $36,676.91 $-110,043.87
2025-03-27 00:00:00 BUY $163.30 61 $159,739.55 $9.96 811 $149,739.55 $-1,833,484.17
2025-03-28 00:00:00 SELL $243.77 14 $38,972.44 $3.41 18 $28,972.44 $-95,965.84
2025-04-11 00:00:00 SELL $299.87 7 $204,252.41 $2.10 5 $194,252.41 $-471,278.26
2025-04-12 00:00:00 SELL $211.35 10 $35,577.23 $2.11 49 $25,577.23 $-120,194.48
2025-05-02 00:00:00 BUY $58.94 58 $10,437.31 $3.42 65 $437.31 $-48,475.70
2025-05-12 00:00:00 SELL $230.95 30 $234,673.88 $6.93 70 $224,673.88 $-1,561,500.17
2025-05-22 00:00:00 SELL $402.31 42 $238,897.64 $16.90 61 $228,897.64 $-1,612,962.05
2025-06-22 00:00:00 SELL $250.67 45 $260,082.14 $11.28 14 $250,082.14 $-1,689,542.80
2025-06-28 00:00:00 SELL $297.02 1 $11,051.68 $0.30 5 $1,051.68 $-28,123.82
2025-07-14 00:00:00 BUY $313.28 191 $202,869.28 $59.84 191 $192,869.28 $-1,517,829.67
2025-07-24 00:00:00 BUY $386.25 124 $132,727.27 $47.89 317 $122,727.27 $-612,051.67
SUMMARY (322 total orders) $132,727.27 $4458.41 - $21.97% -

OATS

Best: Ride The Aggression ⏰ 1d
PSR
0.461
Sharpe Ratio
1.633
Total Orders
220
Net Profit
31.47%
Average Win
28.49%
Average Loss
-6.93%
Annual Return
31.47%
Max Drawdown
-23.14%
Win Rate
0.5%
Profit/Loss Ratio
5.95
Alpha
0.021
Beta
1.084
Sortino Ratio
1.275
Total Fees
$650.53
Strategy Capacity
$841,216
Portfolio Turnover
1.58%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Ride The Aggression 1d 2.479 -19.3% -24.7% 0.5% 🏆 BEST
2 Markov 1d 2.475 49.9% -14.7% 0.4%
3 Stable Mean Revert 1d 2.408 38.0% -29.9% 0.3%
4 Machine Learning Rsi 1d 2.377 58.9% -15.2% 0.5%
5 Improved Index Trend 1d 2.357 2.8% -14.2% 0.7%
6 Multi Layer Ema 1d 2.356 -16.2% -14.5% 0.6%
7 Bitcoin 1d 2.235 66.3% -12.1% 0.4%
8 Russell Rebalancing Strategy 1d 2.068 44.7% -7.8% 0.5%
9 Counter Punsh 1d 2.034 8.7% -24.2% 0.3%
10 Larry Williams 1d 1.924 -11.1% -24.0% 0.5%
11 Crude Oil 1d 1.899 63.5% -27.7% 0.5%
12 Support Vector Machines 1d 1.899 48.5% -18.3% 0.6%
13 Long Short Term Memory Neural Network 1d 1.889 47.0% -23.4% 0.6%
14 Linear Regression Pca 1d 1.857 -12.3% -19.6% 0.5%
15 Weekly Breakout 1d 1.793 35.1% -5.2% 0.5%
16 Rnn Linear Regression 1d 1.454 -4.0% -15.5% 0.6%
17 Adx 1d 1.450 48.6% -16.1% 0.6%
18 Mfi 1d 1.429 36.2% -9.6% 0.5%
19 Trend Risk Protection 1d 1.400 73.4% -26.6% 0.4%
20 Inside Day 1d 1.397 40.3% -21.6% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-10-09 00:00:00 BUY $464.93 243 $396,021.52 $112.98 352 $386,021.52 $-1,765,905.77
2020-10-12 00:00:00 SELL $258.87 8 $16,323.49 $2.07 39 $6,323.49 $-20,776.93
2020-10-31 00:00:00 BUY $411.01 222 $561,697.35 $91.24 402 $551,697.35 $-752,120.26
2020-11-02 00:00:00 SELL $184.33 7 $11,501.58 $1.29 0 $1,501.58 $0.00
2020-11-02 00:00:00 SELL $63.88 15 $50,347.71 $0.96 26 $40,347.71 $-155,603.76
2020-11-18 00:00:00 BUY $213.11 42 $41,388.14 $8.95 68 $31,388.14 $-142,773.11
2020-12-12 00:00:00 SELL $482.41 2 $509,111.40 $0.96 109 $499,111.40 $-1,876,977.25
2020-12-21 00:00:00 BUY $181.70 102 $45,243.32 $18.53 105 $35,243.32 $-165,558.56
2020-12-23 00:00:00 BUY $172.49 523 $437,983.26 $90.21 1,010 $427,983.26 $-1,271,003.79
2021-03-29 00:00:00 SELL $466.28 2 $117,448.41 $0.93 1 $107,448.41 $-290,258.26
2021-08-01 00:00:00 BUY $157.06 311 $175,904.02 $48.85 387 $165,904.02 $-368,692.41
2021-08-15 00:00:00 SELL $157.77 29 $36,616.64 $4.58 21 $26,616.64 $-92,999.62
2021-08-24 00:00:00 BUY $269.74 141 $129,980.38 $38.03 278 $119,980.38 $-316,453.83
2021-08-25 00:00:00 BUY $85.49 68 $45,359.44 $5.81 78 $35,359.44 $-144,783.26
2021-09-30 00:00:00 BUY $281.88 11 $7,458.96 $3.10 12 $-2,541.04 $-5,882.47
2021-10-16 00:00:00 BUY $214.78 23 $295,830.78 $4.94 740 $285,830.78 $-2,041,533.09
2021-12-25 00:00:00 SELL $423.85 5 $114,605.59 $2.12 1 $104,605.59 $-264,861.83
2022-01-24 00:00:00 SELL $106.61 14 $641,043.32 $1.49 61 $631,043.32 $-1,002,086.13
2022-01-26 00:00:00 SELL $306.85 15 $68,602.28 $4.60 3 $58,602.28 $-242,460.23
2022-02-07 00:00:00 BUY $58.17 49 $13,700.50 $2.85 49 $3,700.50 $-25,172.08
2022-02-15 00:00:00 SELL $191.68 8 $9,527.84 $1.53 10 $-472.16 $-4,258.69
2022-04-20 00:00:00 BUY $157.24 1 $7,995.94 $0.16 18 $-2,004.06 $-3,187.98
2022-05-03 00:00:00 SELL $298.36 607 $476,756.39 $181.11 133 $466,756.39 $-2,165,729.95
2022-05-14 00:00:00 BUY $140.04 19 $9,208.25 $2.66 19 $-791.75 $-9,705.06
2022-06-07 00:00:00 SELL $434.98 38 $450,641.04 $16.53 586 $440,641.04 $-1,437,933.52
2022-07-13 00:00:00 SELL $394.64 7 $27,464.88 $2.76 18 $17,464.88 $-36,043.86
2022-10-13 00:00:00 BUY $374.66 5 $9,710.73 $1.87 11 $-289.27 $-10,905.27
2022-10-27 00:00:00 SELL $60.00 9 $43,499.19 $0.54 1 $33,499.19 $-127,165.45
2023-01-21 00:00:00 SELL $282.52 1 $51,134.59 $0.28 0 $41,134.59 $0.00
2023-03-04 00:00:00 SELL $317.13 24 $64,004.13 $7.61 18 $54,004.13 $-237,672.36
2023-07-06 00:00:00 BUY $452.85 19 $48,348.81 $8.60 20 $38,348.81 $-133,790.09
2023-07-07 00:00:00 BUY $207.92 674 $359,522.76 $140.14 702 $349,522.76 $-1,389,469.19
2023-07-30 00:00:00 SELL $52.48 889 $484,590.55 $46.65 121 $474,590.55 $-1,529,076.65
2023-08-01 00:00:00 BUY $157.03 162 $89,141.82 $25.44 163 $79,141.82 $-239,690.32
2023-10-24 00:00:00 BUY $415.76 28 $32,045.76 $11.64 50 $22,045.76 $-63,883.84
2023-12-03 00:00:00 SELL $386.25 32 $65,028.57 $12.36 29 $55,028.57 $-216,195.10
2023-12-24 00:00:00 BUY $92.46 19 $36,673.60 $1.76 96 $26,673.60 $-160,292.27
2024-01-01 00:00:00 BUY $446.86 244 $373,881.91 $109.03 552 $363,881.91 $-1,573,857.11
2024-02-07 00:00:00 BUY $432.43 6 $115,012.83 $2.59 6 $105,012.83 $-288,129.96
2024-06-17 00:00:00 SELL $262.02 12 $455,082.00 $3.14 9 $445,082.00 $-2,257,426.39
2024-07-08 00:00:00 SELL $167.06 72 $499,798.66 $12.03 28 $489,798.66 $-1,530,749.03
2024-08-05 00:00:00 SELL $91.97 10 $28,383.65 $0.92 8 $18,383.65 $-42,411.61
2024-08-11 00:00:00 SELL $152.16 21 $487,782.61 $3.20 100 $477,782.61 $-1,520,211.12
2024-10-23 00:00:00 BUY $180.73 12 $7,493.48 $2.17 22 $-2,506.52 $-17,916.65
2024-12-06 00:00:00 BUY $163.62 24 $112,124.76 $3.93 24 $102,124.76 $-289,392.30
2025-01-03 00:00:00 BUY $324.22 5 $8,377.30 $1.62 5 $-1,622.70 $1,621.08
2025-01-29 00:00:00 SELL $402.91 9 $47,169.74 $3.63 2 $37,169.74 $-118,813.36
2025-04-23 00:00:00 BUY $251.73 12 $13,299.68 $3.02 51 $3,299.68 $-18,034.50
2025-05-12 00:00:00 SELL $331.88 67 $57,021.54 $22.24 0 $47,021.54 $0.00
2025-05-19 00:00:00 SELL $221.75 3 $50,030.99 $0.67 5 $40,030.99 $-103,480.67
SUMMARY (210 total orders) $50,030.99 $4969.61 - $31.47% -

CATTLE

Best: Decision Tree ⏰ 1d
PSR
0.820
Sharpe Ratio
1.800
Total Orders
232
Net Profit
36.90%
Average Win
18.14%
Average Loss
-4.05%
Annual Return
36.90%
Max Drawdown
-6.06%
Win Rate
0.3%
Profit/Loss Ratio
7.54
Alpha
0.104
Beta
1.723
Sortino Ratio
0.561
Total Fees
$2,817.75
Strategy Capacity
$3,473,234
Portfolio Turnover
1.82%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 1d 2.478 50.0% -6.4% 0.3% 🏆 BEST
2 Svm Rnn 1d 2.459 -6.4% -11.9% 0.5%
3 Counter Punsh 1d 2.340 77.0% -24.1% 0.5%
4 Rsi 1d 2.274 12.0% -17.5% 0.3%
5 Markov 1d 2.108 68.6% -22.8% 0.3%
6 Pullback 1d 1.991 6.3% -17.0% 0.5%
7 Wheel Strategy 1d 1.969 -17.4% -6.8% 0.7%
8 Ride The Aggression 1d 1.957 34.3% -27.5% 0.4%
9 Confident Trend 1d 1.926 21.5% -26.8% 0.6%
10 Support Vector Machines 1d 1.761 24.7% -21.3% 0.6%
11 Lazy Trend Follower 1d 1.620 55.2% -23.0% 0.4%
12 Machine Learning Rsi 1d 1.587 55.4% -5.5% 0.5%
13 Russell Rebalancing Strategy 1d 1.444 2.5% -9.2% 0.4%
14 Multi Layer Ema 1d 1.437 23.7% -13.0% 0.3%
15 Long Short Term Memory Neural Network 1d 1.313 4.2% -7.7% 0.5%
16 Crude Oil 1d 1.241 29.9% -9.0% 0.5%
17 Ais Micro Test Diversity Gap 1d 1.240 37.6% -29.3% 0.4%
18 Adx 1d 1.200 45.4% -12.4% 0.3%
19 Trend Risk Protection 1d 1.183 28.3% -16.1% 0.4%
20 Donchian Channels Breakout 1d 1.177 32.8% -16.1% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-03-27 00:00:00 SELL $276.98 5 $16,422.46 $1.38 14 $6,422.46 $-45,324.40
2021-05-25 00:00:00 SELL $167.45 7 $89,238.05 $1.17 18 $79,238.05 $-608,593.38
2021-06-16 00:00:00 SELL $373.22 3 $130,255.35 $1.12 0 $120,255.35 $0.00
2021-06-17 00:00:00 SELL $360.61 19 $98,788.53 $6.85 24 $88,788.53 $-120,536.99
2021-07-01 00:00:00 SELL $431.42 1 $102,641.36 $0.43 3 $92,641.36 $-544,633.06
2021-07-06 00:00:00 BUY $190.77 46 $83,649.29 $8.78 46 $73,649.29 $-573,448.49
2021-07-12 00:00:00 BUY $333.09 6 $12,087.33 $2.00 13 $2,087.33 $-20,109.49
2021-08-16 00:00:00 BUY $323.41 1 $16,098.73 $0.32 15 $6,098.73 $-44,351.02
2021-09-28 00:00:00 SELL $169.14 19 $120,289.49 $3.21 83 $110,289.49 $-757,489.70
2021-10-19 00:00:00 BUY $152.52 115 $81,231.11 $17.54 139 $71,231.11 $-107,991.25
2021-12-01 00:00:00 BUY $314.46 103 $78,088.47 $32.39 105 $68,088.47 $-480,519.94
2022-02-14 00:00:00 BUY $450.36 17 $81,061.37 $7.66 20 $71,061.37 $-591,104.66
2022-03-01 00:00:00 SELL $232.55 30 $87,421.19 $6.98 17 $77,421.19 $-564,738.87
2022-03-02 00:00:00 SELL $177.49 2 $102,210.38 $0.35 4 $92,210.38 $-545,217.33
2022-03-03 00:00:00 SELL $138.37 1 $135,331.40 $0.14 6 $125,331.40 $-724,915.05
2022-03-19 00:00:00 BUY $377.78 3 $8,865.52 $1.13 3 $-1,134.48 $1,133.35
2022-03-31 00:00:00 BUY $485.19 3 $8,129.78 $1.46 3 $-1,870.22 $322.22
2022-05-06 00:00:00 SELL $354.78 24 $95,727.79 $8.51 23 $85,727.79 $-537,767.43
2022-06-26 00:00:00 SELL $405.17 3 $134,337.65 $1.22 1 $124,337.65 $-384,013.01
2022-07-22 00:00:00 SELL $294.09 8 $11,128.38 $2.35 1 $1,128.38 $-7,360.47
2022-09-08 00:00:00 SELL $212.37 13 $15,038.94 $2.76 19 $5,038.94 $-45,167.08
2023-01-10 00:00:00 SELL $190.66 1 $76,886.63 $0.19 5 $66,886.63 $-98,960.00
2023-01-16 00:00:00 SELL $145.81 20 $87,221.65 $2.92 47 $77,221.65 $-539,074.31
2023-02-12 00:00:00 SELL $234.85 8 $101,855.74 $1.88 6 $91,855.74 $-544,518.22
2023-03-05 00:00:00 BUY $357.63 17 $15,615.15 $6.08 17 $5,615.15 $-24,204.37
2023-03-22 00:00:00 BUY $282.46 11 $15,925.48 $3.11 11 $5,925.48 $-52,762.77
2023-04-19 00:00:00 SELL $80.68 1 $142,421.43 $0.08 11 $132,421.43 $-354,087.03
2023-04-29 00:00:00 BUY $394.25 22 $69,965.25 $8.67 156 $59,965.25 $-648,086.01
2023-06-11 00:00:00 BUY $168.95 15 $11,986.96 $2.53 15 $1,986.96 $-13,474.85
2023-07-24 00:00:00 BUY $158.42 43 $91,894.83 $6.81 93 $81,894.83 $-484,950.30
2023-09-06 00:00:00 SELL $79.25 1 $115,659.69 $0.08 1 $105,659.69 $-482,195.28
2023-10-03 00:00:00 SELL $238.95 15 $90,830.20 $3.58 4 $80,830.20 $-622,461.98
2023-12-20 00:00:00 BUY $477.57 55 $72,846.32 $26.27 338 $62,846.32 $-139,127.03
2024-02-04 00:00:00 SELL $350.88 1 $9,416.29 $0.35 1 $-583.71 $-782.46
2024-02-07 00:00:00 BUY $316.09 4 $8,812.09 $1.26 7 $-1,187.91 $-2,779.44
2024-02-28 00:00:00 SELL $352.48 27 $137,534.53 $9.52 12 $127,534.53 $-728,994.17
2024-03-03 00:00:00 SELL $350.28 8 $21,055.74 $2.80 2 $11,055.74 $-29,583.45
2024-03-22 00:00:00 BUY $317.31 12 $11,136.58 $3.81 14 $1,136.58 $-16,189.66
2024-06-16 00:00:00 SELL $230.79 12 $115,580.52 $2.77 2 $105,580.52 $-481,812.94
2024-07-15 00:00:00 SELL $411.12 1 $18,288.74 $0.41 2 $8,288.74 $-58,154.65
2024-07-31 00:00:00 BUY $129.64 140 $54,756.18 $18.15 143 $44,756.18 $-92,503.61
2024-08-21 00:00:00 SELL $293.15 6 $87,308.90 $1.76 99 $77,308.90 $-671,914.69
2024-09-05 00:00:00 SELL $118.38 28 $81,399.75 $3.31 77 $71,399.75 $-536,812.17
2024-09-23 00:00:00 BUY $251.53 28 $102,137.38 $7.04 82 $92,137.38 $-485,869.73
2024-10-17 00:00:00 SELL $190.88 5 $123,544.15 $0.95 6 $113,544.15 $-458,566.92
2024-10-19 00:00:00 BUY $425.54 3 $89,552.31 $1.28 7 $79,552.31 $-620,439.04
2025-02-27 00:00:00 SELL $358.96 1 $92,082.31 $0.36 1 $82,082.31 $-581,865.03
2025-05-23 00:00:00 SELL $344.73 8 $15,025.41 $2.76 2 $5,025.41 $-25,748.80
2025-06-17 00:00:00 BUY $72.76 140 $136,019.73 $10.19 154 $126,019.73 $-777,181.94
2025-07-02 00:00:00 BUY $419.03 31 $116,057.41 $12.99 54 $106,057.41 $-720,253.61
SUMMARY (218 total orders) $116,057.41 $1724.88 - $36.90% -

HOGS

Best: Ais Micro Test Diversity Gap ⏰ 1d
PSR
0.466
Sharpe Ratio
0.720
Total Orders
354
Net Profit
22.04%
Average Win
17.15%
Average Loss
-5.48%
Annual Return
22.04%
Max Drawdown
-22.78%
Win Rate
0.2%
Profit/Loss Ratio
5.36
Alpha
-0.069
Beta
0.719
Sortino Ratio
0.535
Total Fees
$4,875.44
Strategy Capacity
$3,224,310
Portfolio Turnover
2.27%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Ais Micro Test Diversity Gap 1d 2.445 66.1% -19.2% 0.6% 🏆 BEST
2 Multi Layer Ema 1d 2.320 32.9% -5.1% 0.5%
3 Pullback 1d 2.291 71.2% -21.6% 0.7%
4 Stan Weinstein 1d 2.288 19.2% -5.9% 0.3%
5 Crude Oil 1d 2.271 47.4% -21.1% 0.5%
6 Rnn Linear Regression 1d 2.265 5.1% -20.1% 0.5%
7 Stable Mean Revert 1d 2.201 0.8% -27.4% 0.5%
8 Macd 1d 2.072 15.2% -10.4% 0.4%
9 Decision Tree 2 1d 2.047 -18.7% -11.8% 0.4%
10 Rsi 1d 2.021 -9.0% -20.6% 0.6%
11 Svm Rnn 1d 1.948 12.5% -27.0% 0.3%
12 Linear Regression Pca 1d 1.932 64.8% -16.3% 0.4%
13 Machine Learning Rsi 1d 1.883 44.8% -14.1% 0.4%
14 Face The Train 1d 1.783 -6.0% -25.8% 0.3%
15 Long Short Term Memory Neural Network 1d 1.618 33.5% -14.9% 0.3%
16 Counter Punsh 1d 1.583 14.9% -27.6% 0.5%
17 Russell Rebalancing Strategy 1d 1.575 45.9% -6.1% 0.4%
18 Trend Risk Protection 1d 1.573 -13.6% -10.2% 0.6%
19 Lazy Trend Follower 1d 1.522 -3.5% -9.5% 0.4%
20 Donchian Boyt 1d 1.512 45.9% -20.7% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-02-18 00:00:00 SELL $240.10 35 $115,499.66 $8.40 27 $105,499.66 $-180,996.60
2022-02-22 00:00:00 BUY $271.97 20 $141,573.51 $5.44 23 $131,573.51 $-411,080.97
2022-03-10 00:00:00 SELL $97.25 382 $524,713.58 $37.15 149 $514,713.58 $-2,336,567.41
2022-03-15 00:00:00 SELL $389.51 5 $68,019.18 $1.95 394 $58,019.18 $-357,281.60
2022-03-18 00:00:00 SELL $490.16 13 $16,157.06 $6.37 0 $6,157.06 $0.00
2022-03-25 00:00:00 BUY $347.54 177 $405,342.65 $61.51 284 $395,342.65 $-910,527.30
2022-04-13 00:00:00 SELL $353.09 140 $622,984.70 $49.43 454 $612,984.70 $-2,973,660.08
2022-04-24 00:00:00 BUY $188.60 181 $95,151.45 $34.14 181 $85,151.45 $-201,752.53
2022-05-17 00:00:00 SELL $292.69 6 $18,843.59 $1.76 13 $8,843.59 $-35,006.10
2022-05-18 00:00:00 BUY $395.10 217 $363,236.77 $85.74 526 $353,236.77 $-2,218,813.20
2022-05-25 00:00:00 SELL $258.92 13 $33,731.72 $3.37 89 $23,731.72 $-66,208.81
2022-05-25 00:00:00 SELL $401.93 1 $173,723.59 $0.40 0 $163,723.59 $0.00
2022-06-09 00:00:00 SELL $191.04 102 $688,779.27 $19.49 36 $678,779.27 $-2,683,753.28
2022-06-11 00:00:00 BUY $365.88 66 $124,527.28 $24.15 67 $114,527.28 $-368,674.38
2022-08-03 00:00:00 SELL $168.58 4 $397,119.71 $0.67 0 $387,119.71 $0.00
2022-08-07 00:00:00 SELL $355.24 485 $313,932.35 $172.29 14 $303,932.35 $-724,439.12
2022-10-05 00:00:00 SELL $255.10 2 $9,253.50 $0.51 1 $-746.50 $-5,370.04
2022-12-13 00:00:00 BUY $478.20 68 $115,978.84 $32.52 68 $105,978.84 $-390,257.75
2022-12-16 00:00:00 SELL $449.60 17 $446,163.41 $7.64 41 $436,163.41 $-1,189,839.72
2022-12-25 00:00:00 BUY $55.94 391 $347,210.51 $21.87 414 $337,210.51 $-1,699,051.43
2023-02-13 00:00:00 SELL $75.46 7 $785,188.14 $0.53 303 $775,188.14 $-3,594,621.66
2023-03-08 00:00:00 BUY $364.28 3 $8,743.81 $1.09 3 $-1,256.19 $-3,439.46
2023-03-30 00:00:00 BUY $396.74 88 $133,414.13 $34.91 112 $123,414.13 $-266,714.49
2023-04-25 00:00:00 SELL $454.35 8 $21,344.19 $3.63 3 $11,344.19 $-41,766.61
2023-06-21 00:00:00 SELL $103.54 29 $8,365.67 $3.00 31 $-1,634.33 $-29,676.69
2023-07-18 00:00:00 SELL $185.39 6 $9,424.51 $1.11 3 $-575.49 $-12,157.34
2023-08-04 00:00:00 SELL $437.91 3 $699,101.49 $1.31 1 $689,101.49 $-2,754,959.84
2023-09-15 00:00:00 SELL $412.19 2 $8,033.92 $0.82 8 $-1,966.08 $-366.06
2024-01-08 00:00:00 BUY $171.33 23 $9,562.04 $3.94 26 $-437.96 $-20,299.62
2024-05-17 00:00:00 SELL $300.50 16 $8,313.31 $4.81 9 $-1,686.69 $-10,008.98
2024-06-15 00:00:00 BUY $64.17 70 $13,329.99 $4.49 92 $3,329.99 $-55,790.52
2024-06-17 00:00:00 BUY $447.05 264 $337,137.86 $118.02 269 $327,137.86 $-1,088,016.03
2024-07-08 00:00:00 SELL $377.74 55 $96,267.80 $20.78 8 $86,267.80 $-165,047.49
2024-07-20 00:00:00 BUY $110.14 408 $167,118.15 $44.94 435 $157,118.15 $-609,387.34
2024-07-23 00:00:00 SELL $471.44 27 $128,215.69 $12.73 0 $118,215.69 $0.00
2024-07-24 00:00:00 SELL $202.94 67 $161,991.44 $13.60 109 $151,991.44 $-488,627.99
2024-07-30 00:00:00 BUY $474.32 247 $319,168.08 $117.16 370 $309,168.08 $-1,429,556.61
2024-08-26 00:00:00 SELL $91.70 70 $394,518.50 $6.42 13 $384,518.50 $-1,325,102.34
2024-09-10 00:00:00 SELL $98.43 1 $11,366.49 $0.10 0 $1,366.49 $0.00
2024-09-25 00:00:00 SELL $487.67 36 $502,099.24 $17.56 50 $492,099.24 $-939,071.29
2024-09-28 00:00:00 BUY $312.30 15 $11,467.86 $4.68 15 $1,467.86 $-14,005.41
2024-10-05 00:00:00 BUY $344.05 3 $15,805.29 $1.03 172 $5,805.29 $-29,043.96
2024-10-08 00:00:00 SELL $155.58 14 $161,730.21 $2.18 37 $151,730.21 $-272,958.74
2024-10-19 00:00:00 SELL $313.28 444 $254,274.31 $139.10 15 $244,274.31 $-599,372.47
2025-01-17 00:00:00 SELL $190.80 1 $9,827.51 $0.19 0 $-172.49 $0.00
2025-01-20 00:00:00 BUY $186.34 234 $573,601.10 $43.60 594 $563,601.10 $-2,979,673.70
2025-04-06 00:00:00 SELL $290.85 44 $378,236.41 $12.80 75 $368,236.41 $-1,779,964.74
2025-04-08 00:00:00 BUY $288.66 1 $148,699.27 $0.29 1 $138,699.27 $-392,610.77
2025-05-23 00:00:00 SELL $365.67 10 $62,618.23 $3.66 84 $52,618.23 $-83,962.01
2025-05-28 00:00:00 SELL $410.62 98 $126,947.90 $40.24 7 $116,947.90 $-233,015.14
SUMMARY (336 total orders) $126,947.90 $8716.29 - $22.04% -

ALUMINUM

Best: Counter Punsh ⏰ 1d
PSR
0.889
Sharpe Ratio
0.975
Total Orders
238
Net Profit
37.50%
Average Win
29.30%
Average Loss
-4.55%
Annual Return
37.50%
Max Drawdown
-13.66%
Win Rate
0.6%
Profit/Loss Ratio
3.55
Alpha
0.089
Beta
1.976
Sortino Ratio
0.348
Total Fees
$4,371.81
Strategy Capacity
$2,423,677
Portfolio Turnover
1.32%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Counter Punsh 1d 2.492 2.1% -15.2% 0.5% 🏆 BEST
2 Pullback 1d 2.470 -17.9% -10.3% 0.4%
3 Confident Trend 1d 2.467 9.1% -16.7% 0.6%
4 Adx 1d 2.456 57.7% -29.1% 0.5%
5 Linear Regression Pca 1d 2.385 49.8% -29.5% 0.6%
6 Decision Tree 2 1d 2.363 59.2% -6.9% 0.7%
7 Donchian Channels Breakout 1d 2.324 10.7% -14.3% 0.3%
8 Decision Tree 3 1d 2.242 45.4% -29.4% 0.7%
9 Weekly Breakout 1d 2.204 17.9% -12.6% 0.7%
10 Rnn Linear Regression 1d 2.181 38.2% -15.5% 0.5%
11 Bullish Engulfing 1d 2.092 -1.7% -9.3% 0.6%
12 Svm Rnn 1d 2.088 59.9% -6.0% 0.6%
13 Mfi 1d 2.016 28.0% -10.4% 0.3%
14 Ride The Aggression 1d 1.872 -5.3% -26.4% 0.7%
15 Donchian Boyt 1d 1.846 -5.0% -9.2% 0.5%
16 Larry Williams 1d 1.681 62.2% -26.8% 0.5%
17 Markov 1d 1.628 54.5% -28.9% 0.6%
18 Turtle Trading 1d 1.568 -4.0% -24.9% 0.6%
19 Improved Index Trend 1d 1.549 55.1% -29.6% 0.7%
20 Wheel Strategy 1d 1.364 -1.4% -26.4% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-11-18 00:00:00 BUY $407.40 9 $17,318.24 $3.67 9 $7,318.24 $-43,800.58
2022-02-23 00:00:00 SELL $78.47 9 $24,226.06 $0.71 9 $14,226.06 $-190,203.49
2022-03-31 00:00:00 BUY $434.42 3 $6,329.03 $1.30 8 $-3,670.97 $-15,157.03
2022-05-08 00:00:00 SELL $217.01 2 $9,786.12 $0.43 0 $-213.88 $0.00
2022-05-20 00:00:00 SELL $343.27 1 $50,032.57 $0.34 5 $40,032.57 $-277,135.66
2022-05-21 00:00:00 SELL $76.36 2 $33,956.97 $0.15 0 $23,956.97 $0.00
2022-05-23 00:00:00 SELL $408.16 1 $22,907.97 $0.41 0 $12,907.97 $0.00
2022-06-05 00:00:00 BUY $205.32 8 $5,979.39 $1.64 8 $-4,020.61 $-13,811.73
2022-07-03 00:00:00 BUY $184.28 6 $35,184.52 $1.11 6 $25,184.52 $-77,177.10
2022-07-08 00:00:00 SELL $274.05 6 $22,132.82 $1.64 4 $12,132.82 $-51,942.18
2022-09-03 00:00:00 BUY $70.69 34 $30,479.71 $2.40 35 $20,479.71 $-73,405.26
2022-09-24 00:00:00 SELL $214.06 49 $41,654.00 $10.49 61 $31,654.00 $-299,143.75
2022-09-26 00:00:00 BUY $143.40 39 $13,447.85 $5.59 46 $3,447.85 $-35,278.39
2022-11-08 00:00:00 SELL $156.66 3 $8,437.36 $0.47 2 $-1,562.64 $-6,472.90
2022-11-23 00:00:00 SELL $241.96 21 $32,885.48 $5.08 1 $22,885.48 $-75,637.36
2022-12-15 00:00:00 SELL $114.55 28 $14,556.49 $3.21 19 $4,556.49 $-31,542.31
2022-12-29 00:00:00 BUY $126.97 15 $15,411.79 $1.90 24 $5,411.79 $-48,086.55
2023-01-08 00:00:00 SELL $382.75 31 $34,785.24 $11.87 0 $24,785.24 $0.00
2023-02-09 00:00:00 BUY $60.38 65 $18,979.34 $3.92 65 $8,979.34 $-49,113.66
2023-02-13 00:00:00 SELL $126.50 3 $44,656.30 $0.38 18 $34,656.30 $-283,824.76
2023-04-01 00:00:00 SELL $354.94 9 $8,282.54 $3.19 3 $-1,717.46 $-16,919.30
2023-04-21 00:00:00 SELL $57.72 2 $37,606.79 $0.12 1 $27,606.79 $-160,414.80
2023-06-11 00:00:00 SELL $364.65 13 $31,366.44 $4.74 14 $21,366.44 $-58,039.62
2023-07-29 00:00:00 SELL $92.55 1 $27,766.43 $0.09 3 $17,766.43 $-220,001.09
2023-07-31 00:00:00 BUY $386.38 24 $33,162.22 $9.27 24 $23,162.22 $-141,926.23
2023-09-05 00:00:00 SELL $88.25 5 $8,110.69 $0.44 1 $-1,889.31 $-13,918.67
2023-09-08 00:00:00 SELL $301.89 1 $8,412.28 $0.30 0 $-1,587.72 $0.00
2023-09-26 00:00:00 SELL $411.50 71 $49,531.69 $29.22 7 $39,531.69 $-275,971.52
2023-11-24 00:00:00 SELL $239.60 1 $30,768.51 $0.24 1 $20,768.51 $-222,906.15
2024-02-15 00:00:00 BUY $446.90 12 $28,385.70 $5.36 13 $18,385.70 $-243,785.93
2024-02-23 00:00:00 SELL $280.05 5 $30,175.80 $1.40 3 $20,175.80 $-222,305.61
2024-03-27 00:00:00 BUY $171.01 28 $15,420.57 $4.79 63 $5,420.57 $-191,215.19
2024-04-27 00:00:00 SELL $158.12 1 $49,689.65 $0.16 6 $39,689.65 $-277,903.27
2024-05-21 00:00:00 BUY $425.34 18 $20,405.51 $7.66 32 $10,405.51 $-120,121.55
2024-05-30 00:00:00 SELL $304.96 3 $28,623.93 $0.91 6 $18,623.93 $-219,677.27
2024-06-02 00:00:00 BUY $305.03 16 $31,708.85 $4.88 16 $21,708.85 $-202,621.55
2024-06-24 00:00:00 SELL $344.19 1 $6,935.30 $0.34 8 $-3,064.70 $-11,253.39
2024-07-08 00:00:00 SELL $112.39 4 $32,408.88 $0.45 0 $22,408.88 $0.00
2024-07-11 00:00:00 SELL $119.19 7 $30,555.15 $0.83 2 $20,555.15 $-224,294.36
2024-07-14 00:00:00 SELL $135.77 30 $34,548.77 $4.07 5 $24,548.77 $-77,603.92
2024-09-08 00:00:00 BUY $264.25 30 $24,300.67 $7.93 70 $14,300.67 $-248,474.85
2024-09-15 00:00:00 SELL $297.87 21 $26,680.00 $6.26 41 $16,680.00 $-223,416.34
2024-12-04 00:00:00 SELL $109.90 2 $9,551.50 $0.22 11 $-448.50 $-25,233.63
2025-01-24 00:00:00 SELL $134.73 1 $7,967.86 $0.13 5 $-2,032.14 $-6,112.55
2025-03-10 00:00:00 SELL $244.65 9 $8,226.01 $2.20 0 $-1,773.99 $0.00
2025-03-24 00:00:00 SELL $118.86 1 $8,556.10 $0.12 1 $-1,443.90 $-6,667.35
2025-04-13 00:00:00 BUY $314.97 11 $17,485.21 $3.46 11 $7,485.21 $-34,945.27
2025-06-11 00:00:00 BUY $196.41 4 $27,673.98 $0.79 4 $17,673.98 $-218,707.44
2025-06-19 00:00:00 SELL $404.71 21 $50,144.48 $8.50 40 $40,144.48 $-296,012.95
2025-07-19 00:00:00 SELL $169.79 7 $32,553.81 $1.19 7 $22,553.81 $-61,956.14
SUMMARY (216 total orders) $32,553.81 $665.20 - $37.50% -

NICKEL

Best: Weekly Breakout ⏰ 1d
PSR
0.523
Sharpe Ratio
1.310
Total Orders
382
Net Profit
25.08%
Average Win
17.68%
Average Loss
-2.37%
Annual Return
25.08%
Max Drawdown
-18.12%
Win Rate
0.3%
Profit/Loss Ratio
3.38
Alpha
0.047
Beta
1.946
Sortino Ratio
0.308
Total Fees
$997.10
Strategy Capacity
$1,966,860
Portfolio Turnover
1.64%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Weekly Breakout 1d 2.379 -5.3% -11.3% 0.6% 🏆 BEST
2 Decision Tree 3 1d 2.341 52.8% -11.9% 0.3%
3 Multi Layer Ema 1d 2.334 -15.7% -11.9% 0.7%
4 Ais Micro Test Diversity Gap 1d 2.334 60.0% -18.4% 0.7%
5 Crude Oil 1d 2.305 43.4% -12.5% 0.3%
6 Wheel Strategy 1d 2.297 55.9% -18.9% 0.7%
7 Confident Trend 1d 2.192 24.8% -23.0% 0.4%
8 Rnn Linear Regression 1d 2.178 9.9% -20.3% 0.7%
9 Donchian Boyt 1d 2.172 29.4% -7.5% 0.5%
10 Rsi 1d 2.070 5.0% -25.3% 0.7%
11 Stable Mean Revert 1d 1.958 65.9% -14.4% 0.3%
12 Stan Weinstein 1d 1.937 49.6% -15.4% 0.3%
13 Neural Networks Recurrent Neural 1d 1.929 55.1% -26.3% 0.5%
14 Ride The Aggression 1d 1.840 63.3% -10.5% 0.4%
15 Improved Index Trend 1d 1.827 2.9% -13.4% 0.5%
16 Counter Punsh 1d 1.787 50.8% -28.5% 0.3%
17 Machine Learning Rsi 1d 1.781 -11.4% -23.4% 0.4%
18 Linear Regression Pca 1d 1.655 69.9% -10.5% 0.4%
19 Macd 1d 1.544 -0.5% -28.6% 0.5%
20 Donchian Channels Breakout 1d 1.397 16.4% -6.3% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-09-24 00:00:00 SELL $70.05 1 $16,137.73 $0.07 4 $6,137.73 $-93,082.83
2022-09-25 00:00:00 SELL $103.66 1 $11,016.51 $0.10 1 $1,016.51 $-44,310.53
2022-10-24 00:00:00 SELL $467.19 24 $100,036.28 $11.21 15 $90,036.28 $-269,155.19
2023-01-19 00:00:00 SELL $380.43 5 $9,671.80 $1.90 6 $-328.20 $-33,962.80
2023-02-08 00:00:00 BUY $493.27 2 $6,250.10 $0.99 5 $-3,749.90 $-9,846.29
2023-02-17 00:00:00 BUY $247.68 10 $10,772.83 $2.48 10 $772.83 $-44,159.96
2023-05-01 00:00:00 SELL $348.76 28 $121,072.76 $9.77 108 $111,072.76 $-327,591.18
2023-07-22 00:00:00 BUY $494.91 308 $440,011.82 $152.43 308 $430,011.82 $-2,182,535.08
2023-07-29 00:00:00 BUY $155.16 2 $14,701.26 $0.31 12 $4,701.26 $-85,248.61
2023-07-31 00:00:00 SELL $491.89 3 $111,536.12 $1.48 1 $101,536.12 $-200,674.90
2023-08-01 00:00:00 SELL $418.24 145 $390,987.26 $60.64 234 $380,987.26 $-2,012,282.80
2023-09-10 00:00:00 SELL $400.66 2 $9,132.95 $0.80 0 $-867.05 $0.00
2023-09-15 00:00:00 SELL $122.57 7 $13,366.11 $0.86 8 $3,366.11 $-72,703.81
2023-09-23 00:00:00 SELL $477.22 163 $251,819.58 $77.79 427 $241,819.58 $-795,560.88
2023-11-07 00:00:00 SELL $448.14 250 $982,730.81 $112.03 70 $972,730.81 $-3,284,772.39
2023-11-16 00:00:00 SELL $89.66 2 $99,143.90 $0.18 6 $89,143.90 $-223,046.38
2023-11-29 00:00:00 BUY $389.67 3 $16,320.78 $1.17 3 $6,320.78 $-88,168.43
2023-12-18 00:00:00 SELL $252.19 4 $16,067.75 $1.01 5 $6,067.75 $-92,102.08
2023-12-28 00:00:00 SELL $442.85 3 $13,333.13 $1.33 12 $3,333.13 $-69,729.05
2024-01-03 00:00:00 SELL $361.25 403 $244,827.79 $145.58 343 $234,827.79 $-804,780.62
2024-01-26 00:00:00 BUY $140.10 46 $91,184.10 $6.44 51 $81,184.10 $-238,664.55
2024-01-27 00:00:00 SELL $179.88 6 $43,369.50 $1.08 4 $33,369.50 $-166,652.44
2024-03-12 00:00:00 BUY $106.14 9 $10,428.62 $0.96 9 $428.62 $-44,726.24
2024-04-03 00:00:00 BUY $132.89 13 $6,050.19 $1.73 19 $-3,949.81 $-56,482.33
2024-04-30 00:00:00 BUY $391.48 7 $6,474.83 $2.74 23 $-3,525.17 $-45,381.79
2024-05-24 00:00:00 BUY $211.43 89 $387,237.76 $18.82 91 $377,237.76 $-1,966,151.97
2024-05-28 00:00:00 BUY $372.12 3 $5,078.38 $1.12 3 $-4,921.62 $-15,229.24
2024-06-17 00:00:00 BUY $97.66 913 $363,877.27 $89.16 1,318 $353,877.27 $-1,624,972.28
2024-06-26 00:00:00 SELL $278.73 5 $590,958.54 $1.39 6 $580,958.54 $-2,333,295.91
2024-07-11 00:00:00 BUY $496.26 14 $203,818.60 $6.95 43 $193,818.60 $-793,290.01
2024-08-19 00:00:00 BUY $164.31 12 $8,275.53 $1.97 16 $-1,724.47 $-35,597.00
2024-08-23 00:00:00 SELL $350.05 10 $16,379.17 $3.50 3 $6,379.17 $-67,730.14
2024-09-01 00:00:00 BUY $138.46 179 $107,676.86 $24.78 210 $97,676.86 $-455,672.16
2024-09-15 00:00:00 SELL $424.36 3 $8,059.60 $1.27 2 $-1,940.40 $-23,554.79
2024-09-17 00:00:00 BUY $422.30 2 $4,088.67 $0.84 4 $-5,911.33 $-18,145.51
2024-10-06 00:00:00 BUY $366.23 1 $3,540.83 $0.37 7 $-6,459.17 $-16,068.17
2024-10-07 00:00:00 SELL $482.53 3 $9,818.71 $1.45 1 $-181.29 $-33,717.75
2024-10-30 00:00:00 BUY $418.35 2 $4,934.11 $0.84 2 $-5,065.89 $-18,161.29
2024-11-11 00:00:00 SELL $227.81 5 $9,399.42 $1.14 4 $-600.58 $-3,684.50
2025-01-10 00:00:00 BUY $481.76 14 $30,726.45 $6.74 43 $20,726.45 $-95,634.76
2025-01-10 00:00:00 SELL $292.59 263 $251,821.74 $76.95 2 $241,821.74 $-731,591.37
2025-01-14 00:00:00 SELL $433.05 2 $11,638.07 $0.87 8 $1,638.07 $-45,649.12
2025-01-23 00:00:00 SELL $306.80 107 $301,290.69 $32.83 659 $291,290.69 $-1,371,172.88
2025-01-28 00:00:00 SELL $210.89 7 $223,162.86 $1.48 1,087 $213,162.86 $-1,524,448.17
2025-03-23 00:00:00 BUY $343.84 3 $7,252.09 $1.03 3 $-2,747.91 $-23,372.00
2025-04-06 00:00:00 BUY $451.56 493 $530,113.75 $222.62 519 $520,113.75 $-2,559,372.45
2025-05-19 00:00:00 SELL $235.57 19 $97,635.14 $4.48 5 $87,635.14 $-244,631.77
2025-05-20 00:00:00 SELL $80.17 54 $158,110.35 $4.33 1 $148,110.35 $-432,266.10
2025-06-08 00:00:00 BUY $395.93 237 $897,296.50 $93.84 238 $887,296.50 $-3,221,910.90
2025-06-20 00:00:00 SELL $168.04 31 $38,469.89 $5.21 20 $28,469.89 $-154,199.43
SUMMARY (362 total orders) $38,469.89 $8003.57 - $25.08% -

ZINC

Best: Donchian Boyt ⏰ 1d
PSR
0.407
Sharpe Ratio
1.343
Total Orders
419
Net Profit
35.54%
Average Win
29.18%
Average Loss
-4.35%
Annual Return
35.54%
Max Drawdown
-6.23%
Win Rate
0.6%
Profit/Loss Ratio
7.79
Alpha
0.189
Beta
1.064
Sortino Ratio
1.762
Total Fees
$1,970.79
Strategy Capacity
$2,772,239
Portfolio Turnover
0.53%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Boyt 1d 2.464 2.5% -19.8% 0.3% 🏆 BEST
2 Counter Punsh 1d 2.428 -19.1% -14.5% 0.6%
3 Decision Tree 2 1d 2.369 72.1% -28.9% 0.6%
4 Bollinger Bands 1d 2.277 43.9% -19.9% 0.4%
5 Decision Tree 3 1d 2.264 36.6% -15.4% 0.6%
6 Machine Learning Rsi 1d 2.234 -16.8% -18.3% 0.5%
7 Linear Regression Pca 1d 2.204 57.4% -23.2% 0.6%
8 Confident Trend 1d 2.079 -10.1% -23.3% 0.6%
9 Adx 1d 2.043 35.1% -9.9% 0.4%
10 Macd 1d 2.037 20.8% -12.0% 0.5%
11 Russell Rebalancing Strategy 1d 2.008 -0.8% -10.7% 0.5%
12 Neural Networks Recurrent Neural 1d 1.876 76.1% -9.4% 0.6%
13 Inside Day 1d 1.872 22.7% -11.6% 0.5%
14 Trend Risk Protection 1d 1.780 26.8% -14.9% 0.5%
15 Face The Train 1d 1.696 13.3% -21.8% 0.5%
16 Mfi 1d 1.648 39.0% -7.0% 0.3%
17 Stan Weinstein 1d 1.644 71.2% -15.7% 0.3%
18 Long Short Term Memory Neural Network 1d 1.630 13.6% -12.5% 0.5%
19 Improved Index Trend 1d 1.589 44.2% -23.0% 0.4%
20 Pullback 1d 1.564 73.6% -6.0% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-12-28 00:00:00 SELL $344.11 1 $79,868.65 $0.34 0 $69,868.65 $0.00
2023-03-26 00:00:00 SELL $337.09 270 $429,784.72 $91.01 817 $419,784.72 $-1,458,134.26
2023-05-20 00:00:00 SELL $300.03 470 $959,914.44 $141.01 58 $949,914.44 $-4,519,102.66
2023-05-31 00:00:00 SELL $283.23 107 $166,400.83 $30.31 21 $156,400.83 $-198,256.83
2023-07-25 00:00:00 BUY $245.49 2,055 $1,269,312.85 $504.49 2,206 $1,259,312.85 $-12,549,163.26
2023-07-30 00:00:00 BUY $281.23 21 $17,948.79 $5.91 28 $7,948.79 $-16,467.25
2023-08-24 00:00:00 BUY $311.16 13 $73,205.59 $4.05 598 $63,205.59 $-968,417.83
2023-09-16 00:00:00 SELL $438.67 31 $176,763.16 $13.60 50 $166,763.16 $-1,028,020.13
2023-09-18 00:00:00 BUY $214.22 627 $574,395.60 $134.31 1,118 $564,395.60 $-3,284,629.45
2023-09-19 00:00:00 SELL $438.53 196 $870,845.02 $85.95 84 $860,845.02 $-3,885,381.24
2023-10-20 00:00:00 SELL $199.49 19 $688,855.73 $3.79 191 $678,855.73 $-3,448,882.03
2023-11-09 00:00:00 SELL $473.94 51 $260,524.62 $24.17 30 $250,524.62 $-1,392,793.92
2023-11-21 00:00:00 SELL $192.73 85 $2,415,676.54 $16.38 145 $2,405,676.54 $-17,055,733.06
2023-11-25 00:00:00 SELL $88.11 1 $26,972.48 $0.09 2 $16,972.48 $-38,059.10
2024-01-05 00:00:00 BUY $70.63 311 $145,745.31 $21.97 373 $135,745.31 $-192,681.08
2024-01-11 00:00:00 SELL $134.69 159 $136,126.02 $21.41 128 $126,126.02 $-186,964.86
2024-02-24 00:00:00 BUY $438.89 172 $225,170.27 $75.49 289 $215,170.27 $-453,780.34
2024-03-14 00:00:00 BUY $411.40 2 $4,166.62 $0.82 8 $-5,833.38 $-5,407.04
2024-03-16 00:00:00 SELL $101.28 231 $2,044,205.22 $23.40 71 $2,034,205.22 $-14,777,457.65
2024-03-25 00:00:00 SELL $339.96 2 $5,070.41 $0.68 5 $-4,929.59 $-7,821.25
2024-04-26 00:00:00 BUY $490.50 164 $236,302.19 $80.44 183 $226,302.19 $-1,168,401.21
2024-04-28 00:00:00 BUY $335.87 592 $655,195.76 $198.84 645 $645,195.76 $-2,574,610.35
2024-05-16 00:00:00 SELL $352.99 15 $17,182.26 $5.29 6 $7,182.26 $-13,090.95
2024-06-19 00:00:00 BUY $426.75 90 $198,495.66 $38.41 1,508 $188,495.66 $-1,046,822.14
2024-06-20 00:00:00 BUY $498.70 6 $25,640.44 $2.99 6 $15,640.44 $-32,250.89
2024-07-08 00:00:00 SELL $233.35 22 $816,971.19 $5.13 13 $806,971.19 $-3,020,998.27
2024-07-15 00:00:00 SELL $446.59 111 $640,321.54 $49.57 50 $630,321.54 $-2,156,439.29
2024-08-02 00:00:00 BUY $437.21 1,142 $1,348,680.09 $499.29 5,271 $1,338,680.09 $-3,209,939.04
2024-08-15 00:00:00 BUY $395.79 27 $220,840.90 $10.69 1,460 $210,840.90 $-1,101,819.31
2024-08-19 00:00:00 SELL $393.05 1,498 $1,607,885.75 $588.79 838 $1,597,885.75 $-12,761,343.20
2024-08-28 00:00:00 SELL $190.72 639 $1,455,468.93 $121.87 1,320 $1,445,468.93 $-10,577,397.64
2024-08-28 00:00:00 SELL $224.51 280 $1,284,103.66 $62.86 1,298 $1,274,103.66 $-12,220,960.96
2024-09-22 00:00:00 BUY $79.41 7 $11,541.99 $0.56 8 $1,541.99 $-12,990.19
2024-10-11 00:00:00 BUY $129.60 873 $2,631,566.87 $113.14 874 $2,621,566.87 $-6,133,310.47
2024-10-15 00:00:00 BUY $436.00 497 $2,719,602.26 $216.69 515 $2,709,602.26 $-7,353,307.05
2024-12-06 00:00:00 SELL $405.43 44 $2,062,026.14 $17.84 27 $2,052,026.14 $-14,773,701.99
2024-12-26 00:00:00 BUY $297.02 536 $1,748,362.30 $159.20 1,592 $1,738,362.30 $-15,305,416.69
2024-12-29 00:00:00 SELL $52.25 5 $17,746.03 $0.26 0 $7,746.03 $0.00
2025-01-13 00:00:00 BUY $250.69 14 $27,916.70 $3.51 328 $17,916.70 $-15,853.53
2025-01-25 00:00:00 BUY $245.70 2,210 $1,344,570.87 $542.99 3,261 $1,334,570.87 $-15,428,257.27
2025-01-30 00:00:00 SELL $113.49 62 $163,177.99 $7.04 81 $153,177.99 $-1,040,760.65
2025-03-12 00:00:00 BUY $481.55 58 $84,005.68 $27.93 162 $74,005.68 $-71,406.69
2025-03-27 00:00:00 SELL $439.18 28 $237,455.05 $12.30 261 $227,455.05 $-541,481.06
2025-04-11 00:00:00 SELL $61.58 76 $596,198.99 $4.68 56 $586,198.99 $-1,730,088.90
2025-04-28 00:00:00 SELL $114.43 649 $526,830.76 $74.26 176 $516,830.76 $-2,366,620.16
2025-04-29 00:00:00 SELL $244.83 105 $2,013,524.44 $25.71 387 $2,003,524.44 $-14,689,898.92
2025-06-16 00:00:00 SELL $218.69 8 $338,861.17 $1.75 1,087 $328,861.17 $-1,495,816.46
2025-07-03 00:00:00 SELL $492.97 9 $2,623,696.06 $4.44 9 $2,613,696.06 $-7,185,865.70
2025-07-07 00:00:00 BUY $302.16 6 $39,848.94 $1.81 287 $29,848.94 $-1,134.15
2025-07-10 00:00:00 BUY $365.03 93 $621,213.62 $33.95 738 $611,213.62 $-2,720,688.74
SUMMARY (408 total orders) $621,213.62 $36726.62 - $35.54% -

LEAD

Best: Larry Williams ⏰ 1d
PSR
0.806
Sharpe Ratio
0.693
Total Orders
366
Net Profit
10.97%
Average Win
31.26%
Average Loss
-5.14%
Annual Return
10.97%
Max Drawdown
-21.58%
Win Rate
0.2%
Profit/Loss Ratio
3.33
Alpha
-0.001
Beta
1.511
Sortino Ratio
1.367
Total Fees
$4,027.10
Strategy Capacity
$1,993,164
Portfolio Turnover
0.34%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Larry Williams 1d 2.477 31.1% -27.4% 0.7% 🏆 BEST
2 Decision Tree 2 1d 2.472 26.0% -15.4% 0.6%
3 Linear Regression 1d 2.396 75.0% -5.7% 0.5%
4 Counter Punsh 1d 2.372 9.3% -12.5% 0.4%
5 Adx 1d 2.368 19.3% -26.8% 0.6%
6 Face The Train 1d 2.349 50.9% -28.0% 0.6%
7 Bollinger Bands 1d 2.336 65.4% -8.3% 0.7%
8 Ais Micro Test Diversity Gap 1d 2.324 41.0% -12.8% 0.7%
9 Improved Index Trend 1d 2.280 -18.0% -15.0% 0.3%
10 Weekly Breakout 1d 2.222 50.7% -23.0% 0.7%
11 Russell Rebalancing Strategy 1d 2.214 20.2% -26.7% 0.7%
12 Buyandhold 1d 2.143 1.2% -6.9% 0.7%
13 Macd 1d 2.114 36.7% -6.8% 0.3%
14 Multi Layer Ema 1d 1.986 53.4% -14.5% 0.7%
15 Bullish Engulfing 1d 1.947 79.5% -7.5% 0.5%
16 Linear Regression Pca 1d 1.755 28.9% -25.1% 0.5%
17 Support Vector Machines 1d 1.692 53.8% -23.6% 0.4%
18 Svm Rnn 1d 1.656 46.9% -16.5% 0.3%
19 Decision Tree 3 1d 1.626 47.4% -26.5% 0.4%
20 Wheel Strategy 1d 1.592 46.5% -24.8% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-12-29 00:00:00 SELL $289.69 195 $96,062.67 $56.49 40 $86,062.67 $-248,767.29
2022-12-30 00:00:00 SELL $496.57 19 $17,577.55 $9.43 7 $7,577.55 $-54,939.76
2023-01-01 00:00:00 SELL $159.51 3 $65,791.67 $0.48 50 $55,791.67 $-149,535.48
2023-01-06 00:00:00 SELL $450.83 4 $14,641.34 $1.80 11 $4,641.34 $-14,642.84
2023-01-26 00:00:00 BUY $254.33 9 $24,978.19 $2.29 26 $14,978.19 $-76,266.31
2023-03-25 00:00:00 SELL $198.53 14 $106,654.52 $2.78 18 $96,654.52 $-565,400.25
2023-05-03 00:00:00 BUY $371.93 102 $372,616.91 $37.94 110 $362,616.91 $-1,801,173.63
2023-05-11 00:00:00 SELL $128.13 19 $115,617.68 $2.43 59 $105,617.68 $-915,459.35
2023-07-06 00:00:00 BUY $119.73 32 $9,906.60 $3.83 32 $-93.40 $-31,199.78
2023-07-13 00:00:00 SELL $269.35 56 $111,211.39 $15.08 73 $101,211.39 $-563,471.62
2023-07-19 00:00:00 SELL $494.47 3 $29,500.00 $1.48 14 $19,500.00 $-108,557.52
2023-08-03 00:00:00 SELL $95.93 13 $13,165.93 $1.25 4 $3,165.93 $-52,417.53
2023-08-05 00:00:00 BUY $215.62 8 $16,442.15 $1.72 20 $6,442.15 $-60,033.75
2023-08-14 00:00:00 SELL $305.64 292 $137,931.24 $89.25 142 $127,931.24 $-1,007,041.90
2023-08-21 00:00:00 BUY $390.18 90 $106,416.35 $35.12 90 $96,416.35 $-548,017.92
2023-08-23 00:00:00 SELL $420.10 31 $109,346.31 $13.02 7 $99,346.31 $-257,414.04
2023-09-28 00:00:00 SELL $68.97 3 $29,697.79 $0.21 2 $19,697.79 $-106,521.32
2023-10-10 00:00:00 BUY $370.20 44 $90,950.23 $16.29 121 $80,950.23 $-816,613.40
2023-11-08 00:00:00 SELL $146.02 20 $97,563.93 $2.92 42 $87,563.93 $-871,563.38
2023-12-07 00:00:00 SELL $79.73 1 $149,005.49 $0.08 5 $139,005.49 $-1,131,700.13
2023-12-24 00:00:00 SELL $492.52 2 $8,781.00 $0.99 10 $-1,219.00 $1,971.64
2023-12-24 00:00:00 BUY $267.82 19 $12,498.95 $5.09 19 $2,498.95 $-9,424.83
2024-01-12 00:00:00 SELL $219.94 1 $17,337.10 $0.22 1 $7,337.10 $-14,293.50
2024-01-22 00:00:00 SELL $283.56 1 $18,320.24 $0.28 3 $8,320.24 $-57,565.11
2024-03-04 00:00:00 BUY $217.54 27 $15,102.77 $5.87 33 $5,102.77 $-58,892.31
2024-03-24 00:00:00 SELL $112.54 106 $464,335.91 $11.93 38 $454,335.91 $-1,704,470.43
2024-04-01 00:00:00 SELL $426.75 59 $397,770.04 $25.18 51 $387,770.04 $-1,858,258.19
2024-04-06 00:00:00 BUY $427.05 3 $8,173.14 $1.28 49 $-1,826.86 $-8,679.68
2024-04-16 00:00:00 SELL $489.71 24 $272,054.31 $11.75 144 $262,054.31 $-1,364,412.99
2024-04-23 00:00:00 BUY $473.74 175 $322,119.74 $82.90 175 $312,119.74 $-1,797,118.36
2024-05-15 00:00:00 SELL $327.44 3 $15,622.67 $0.98 8 $5,622.67 $-16,982.52
2024-05-23 00:00:00 SELL $144.00 51 $405,106.77 $7.34 0 $395,106.77 $0.00
2024-05-28 00:00:00 BUY $298.71 26 $141,231.34 $7.77 31 $131,231.34 $-1,122,838.84
2024-06-16 00:00:00 SELL $436.57 11 $140,471.03 $4.80 4 $130,471.03 $-316,457.20
2024-06-25 00:00:00 SELL $245.51 1 $141,570.43 $0.25 0 $131,570.43 $0.00
2024-07-23 00:00:00 SELL $256.98 22 $77,101.94 $5.65 12 $67,101.94 $-154,427.33
2024-08-03 00:00:00 SELL $473.75 180 $234,024.06 $85.28 765 $224,024.06 $-1,234,301.36
2024-09-26 00:00:00 BUY $442.47 1 $8,948.81 $0.44 7 $-1,051.19 $143.68
2024-10-22 00:00:00 SELL $183.12 187 $370,110.42 $34.24 206 $360,110.42 $-1,804,363.42
2024-11-16 00:00:00 BUY $288.77 31 $128,970.57 $8.95 173 $118,970.57 $-1,000,486.98
2024-12-13 00:00:00 SELL $303.59 3 $10,651.63 $0.91 44 $651.63 $-26,882.82
2024-12-25 00:00:00 SELL $109.51 2 $9,167.61 $0.22 5 $-832.39 $-2,848.49
2025-02-02 00:00:00 BUY $352.23 7 $20,681.91 $2.47 45 $10,681.91 $-88,343.41
2025-02-02 00:00:00 SELL $384.59 48 $137,790.99 $18.46 19 $127,790.99 $-293,750.95
2025-02-25 00:00:00 BUY $249.69 20 $12,314.31 $4.99 28 $2,314.31 $-33,249.73
2025-02-26 00:00:00 SELL $260.60 2 $141,325.16 $0.52 1 $131,325.16 $-317,942.89
2025-02-27 00:00:00 SELL $76.94 10 $25,737.00 $0.77 3 $15,737.00 $-90,190.08
2025-04-28 00:00:00 SELL $284.15 55 $119,520.34 $15.63 21 $109,520.34 $-503,676.73
2025-05-30 00:00:00 SELL $413.36 104 $141,033.48 $42.99 206 $131,033.48 $-701,969.26
2025-06-13 00:00:00 BUY $483.85 100 $193,506.14 $48.38 848 $183,506.14 $-1,081,621.36
SUMMARY (343 total orders) $193,506.14 $4302.15 - $10.97% -

TIN

Best: Russell Rebalancing Strategy ⏰ 1d
PSR
0.555
Sharpe Ratio
0.797
Total Orders
219
Net Profit
10.42%
Average Win
27.05%
Average Loss
-6.27%
Annual Return
10.42%
Max Drawdown
-23.23%
Win Rate
0.4%
Profit/Loss Ratio
6.60
Alpha
-0.007
Beta
1.949
Sortino Ratio
0.458
Total Fees
$2,735.90
Strategy Capacity
$575,406
Portfolio Turnover
0.53%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Russell Rebalancing Strategy 1d 2.437 76.0% -12.2% 0.7% 🏆 BEST
2 Decision Tree 2 1d 2.179 36.1% -28.5% 0.5%
3 Decision Tree 3 1d 2.129 31.3% -8.1% 0.4%
4 Turtle Trading 1d 2.032 47.9% -6.3% 0.4%
5 Improved Index Trend 1d 1.934 40.8% -15.0% 0.3%
6 Markov 1d 1.916 22.6% -20.9% 0.4%
7 Stable Mean Revert 1d 1.909 35.1% -27.8% 0.4%
8 Bollinger Bands 1d 1.904 -12.1% -24.7% 0.6%
9 Svm Rnn 1d 1.883 68.4% -14.2% 0.7%
10 Ais Micro Test Diversity Gap 1d 1.766 32.6% -13.0% 0.6%
11 Crude Oil 1d 1.610 -12.8% -8.6% 0.3%
12 Counter Punsh 1d 1.567 3.7% -28.7% 0.4%
13 Rnn Linear Regression 1d 1.526 36.4% -11.2% 0.5%
14 Donchian Boyt 1d 1.367 17.4% -17.5% 0.6%
15 Pullback 1d 1.353 7.0% -17.0% 0.6%
16 Inside Day 1d 1.351 -18.4% -24.1% 0.7%
17 Mfi 1d 1.332 -17.2% -25.2% 0.6%
18 Macd 1d 1.320 7.5% -14.2% 0.3%
19 Confident Trend 1d 1.274 11.0% -25.7% 0.5%
20 Long Short Term Memory Neural Network 1d 1.239 9.5% -29.2% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-06-11 00:00:00 BUY $364.63 10 $46,138.38 $3.65 71 $36,138.38 $-79,741.86
2019-06-11 00:00:00 SELL $399.81 3 $360,499.84 $1.20 1 $350,499.84 $-877,339.52
2019-06-19 00:00:00 BUY $61.42 38 $40,684.52 $2.33 38 $30,684.52 $-59,268.09
2019-07-23 00:00:00 BUY $462.70 7 $45,217.17 $3.24 7 $35,217.17 $-155,008.43
2019-08-11 00:00:00 BUY $426.81 31 $33,981.37 $13.23 31 $23,981.37 $-35,139.79
2019-08-16 00:00:00 SELL $127.31 26 $47,055.25 $3.31 20 $37,055.25 $-121,039.37
2019-09-22 00:00:00 SELL $435.02 205 $244,052.50 $89.18 41 $234,052.50 $-741,699.55
2019-11-01 00:00:00 SELL $480.27 28 $47,692.15 $13.45 18 $37,692.15 $-76,748.68
2019-11-06 00:00:00 BUY $217.93 13 $13,677.98 $2.83 13 $3,677.98 $-11,014.04
2019-11-24 00:00:00 BUY $429.35 57 $186,539.21 $24.47 57 $176,539.21 $-561,145.92
2019-11-28 00:00:00 SELL $87.36 13 $87,256.07 $1.14 64 $77,256.07 $-221,145.29
2020-03-04 00:00:00 SELL $133.83 32 $44,962.72 $4.28 6 $34,962.72 $-63,132.86
2020-04-11 00:00:00 SELL $270.70 92 $38,653.18 $24.90 10 $28,653.18 $-30,132.40
2020-04-21 00:00:00 SELL $497.74 13 $18,368.11 $6.47 0 $8,368.11 $0.00
2020-04-26 00:00:00 SELL $174.58 6 $359,301.60 $1.05 4 $349,301.60 $-877,041.03
2020-05-10 00:00:00 SELL $149.90 30 $44,706.49 $4.50 12 $34,706.49 $-156,448.53
2020-07-14 00:00:00 SELL $104.53 79 $193,574.01 $8.26 5 $183,574.01 $-469,502.28
2020-10-30 00:00:00 SELL $410.58 148 $204,635.27 $60.77 31 $194,635.27 $-572,890.77
2021-02-20 00:00:00 SELL $466.75 3 $105,736.78 $1.40 0 $95,736.78 $0.00
2021-05-15 00:00:00 SELL $201.45 1 $47,851.44 $0.20 3 $37,851.44 $-164,510.19
2021-09-13 00:00:00 BUY $350.55 40 $150,914.01 $14.02 120 $140,914.01 $-470,312.28
2022-03-09 00:00:00 SELL $468.14 2 $52,364.55 $0.94 2 $42,364.55 $-122,649.25
2022-03-25 00:00:00 SELL $235.26 36 $50,612.52 $8.47 56 $40,612.52 $-80,538.94
2022-05-02 00:00:00 SELL $226.74 91 $170,042.06 $20.63 42 $160,042.06 $-285,384.54
2022-05-25 00:00:00 SELL $471.95 72 $122,482.51 $33.98 155 $112,482.51 $-203,870.88
2022-06-21 00:00:00 BUY $230.97 13 $52,137.61 $3.00 13 $42,137.61 $-135,280.59
2022-08-26 00:00:00 SELL $68.43 19 $55,766.71 $1.30 0 $45,766.71 $0.00
2022-08-29 00:00:00 BUY $301.40 38 $146,280.86 $11.45 271 $136,280.86 $-622,211.78
2022-11-29 00:00:00 SELL $114.72 8 $162,962.67 $0.92 58 $152,962.67 $-299,223.14
2022-12-25 00:00:00 SELL $59.14 16 $172,449.84 $0.95 17 $162,449.84 $-293,902.12
2023-02-20 00:00:00 SELL $285.17 8 $47,532.32 $2.28 2 $37,532.32 $-157,676.97
2023-06-05 00:00:00 BUY $403.75 3 $104,337.94 $1.21 3 $94,337.94 $-225,525.04
2024-01-17 00:00:00 BUY $50.39 87 $16,400.34 $4.38 93 $6,400.34 $-21,145.12
2024-04-19 00:00:00 SELL $123.19 119 $158,953.57 $14.66 139 $148,953.57 $-308,480.39
2024-05-08 00:00:00 BUY $320.12 22 $48,717.07 $7.04 22 $38,717.07 $-102,234.14
2024-05-11 00:00:00 BUY $315.39 34 $140,180.16 $10.72 154 $130,180.16 $-477,831.09
2024-06-13 00:00:00 BUY $499.28 5 $54,693.59 $2.50 5 $44,693.59 $-138,789.35
2024-06-17 00:00:00 SELL $179.87 8 $107,948.97 $1.44 306 $97,948.97 $-530,577.60
2024-07-11 00:00:00 SELL $185.08 58 $154,961.68 $10.73 246 $144,961.68 $-714,006.74
2024-07-30 00:00:00 BUY $131.37 203 $79,042.16 $26.67 203 $69,042.16 $-201,279.60
2024-08-21 00:00:00 SELL $433.65 14 $47,650.19 $6.07 4 $37,650.19 $-163,379.96
2024-09-10 00:00:00 SELL $282.65 32 $176,993.94 $9.04 59 $166,993.94 $-425,777.13
2024-10-06 00:00:00 BUY $487.15 1 $28,310.32 $0.49 105 $18,310.32 $-30,019.68
2024-12-06 00:00:00 BUY $298.11 4 $12,798.01 $1.19 13 $2,798.01 $-8,779.25
2024-12-13 00:00:00 SELL $162.66 9 $171,504.56 $1.46 33 $161,504.56 $-289,539.61
2025-02-15 00:00:00 BUY $258.82 38 $153,117.73 $9.84 96 $143,117.73 $-281,030.57
2025-04-30 00:00:00 SELL $120.90 17 $179,047.15 $2.06 42 $169,047.15 $-437,375.81
2025-05-27 00:00:00 BUY $54.05 183 $144,308.92 $9.89 258 $134,308.92 $-301,768.06
2025-05-28 00:00:00 BUY $309.29 5 $49,788.31 $1.55 61 $39,788.31 $-85,217.11
2025-07-06 00:00:00 SELL $340.54 7 $15,928.34 $2.38 3 $5,928.34 $-8,822.29
SUMMARY (202 total orders) $15,928.34 $2167.61 - $10.42% -

URANIUM

Best: Decision Tree 3 ⏰ 1d
PSR
0.744
Sharpe Ratio
0.482
Total Orders
126
Net Profit
45.64%
Average Win
27.37%
Average Loss
-2.68%
Annual Return
45.64%
Max Drawdown
-11.71%
Win Rate
0.4%
Profit/Loss Ratio
3.42
Alpha
-0.011
Beta
1.853
Sortino Ratio
0.263
Total Fees
$527.34
Strategy Capacity
$532,532
Portfolio Turnover
1.09%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 3 1d 2.469 73.6% -16.1% 0.3% 🏆 BEST
2 Decision Tree 2 1d 2.438 59.4% -27.5% 0.5%
3 Support Vector Machines 1d 2.257 11.5% -16.2% 0.4%
4 Crude Oil 1d 2.218 0.3% -16.8% 0.5%
5 Decision Tree 1d 2.176 20.2% -23.1% 0.5%
6 Machine Learning Rsi 1d 2.124 30.1% -5.0% 0.4%
7 Turtle Trading 1d 1.966 25.1% -22.0% 0.4%
8 Russell Rebalancing Strategy 1d 1.964 -11.2% -7.3% 0.5%
9 Lazy Trend Follower 1d 1.940 74.8% -28.2% 0.6%
10 Pullback 1d 1.931 8.1% -22.1% 0.4%
11 Stable Mean Revert 1d 1.898 39.9% -24.9% 0.5%
12 Buyandhold 1d 1.879 -8.9% -29.0% 0.7%
13 Macd 1d 1.763 -4.3% -24.2% 0.3%
14 Donchian Boyt 1d 1.724 66.3% -24.9% 0.3%
15 Bollinger Bands 1d 1.682 75.4% -12.5% 0.5%
16 Bitcoin 1d 1.679 0.0% -28.7% 0.6%
17 Svm Rnn 1d 1.675 42.1% -13.3% 0.5%
18 Inside Day 1d 1.645 25.6% -7.2% 0.4%
19 Long Short Term Memory Neural Network 1d 1.620 -0.4% -13.1% 0.3%
20 Linear Regression 1d 1.367 33.4% -28.9% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2015-06-07 00:00:00 SELL $499.41 12 $16,575.47 $5.99 45 $6,575.47 $-11,538.47
2015-11-22 00:00:00 SELL $282.45 2 $6,075.29 $0.56 2 $-3,924.71 $-13,490.61
2016-06-05 00:00:00 BUY $461.21 10 $27,588.45 $4.61 13 $17,588.45 $-100,761.84
2016-07-14 00:00:00 BUY $440.92 20 $30,717.83 $8.82 24 $20,717.83 $-67,177.12
2016-10-27 00:00:00 BUY $253.77 9 $6,605.88 $2.28 9 $-3,394.12 $-2,705.82
2016-10-27 00:00:00 SELL $233.18 1 $5,525.85 $0.23 4 $-4,474.15 $-11,390.67
2017-10-08 00:00:00 SELL $299.10 4 $122,907.98 $1.20 6 $112,907.98 $-155,413.97
2017-11-06 00:00:00 BUY $447.67 8 $32,989.24 $3.58 8 $22,989.24 $-95,279.46
2017-11-30 00:00:00 BUY $355.12 3 $6,289.33 $1.07 3 $-3,710.67 $-6,208.34
2018-01-16 00:00:00 SELL $448.77 4 $8,802.88 $1.80 0 $-1,197.12 $0.00
2018-01-22 00:00:00 BUY $404.81 5 $17,268.51 $2.02 5 $7,268.51 $-20,926.92
2018-03-15 00:00:00 BUY $104.12 20 $39,518.60 $2.08 20 $29,518.60 $-36,223.26
2018-03-18 00:00:00 SELL $455.91 7 $35,816.97 $3.19 2 $25,816.97 $-97,949.05
2018-06-10 00:00:00 SELL $394.15 7 $7,551.48 $2.76 3 $-2,448.52 $-16,101.36
2018-10-12 00:00:00 SELL $161.51 1 $53,730.89 $0.16 0 $43,730.89 $0.00
2018-10-30 00:00:00 BUY $420.96 2 $18,353.34 $0.84 2 $8,353.34 $-24,133.10
2018-12-16 00:00:00 BUY $383.06 5 $24,303.88 $1.92 71 $14,303.88 $-39,609.69
2019-05-23 00:00:00 BUY $125.13 34 $14,533.16 $4.25 35 $4,533.16 $-21,437.48
2019-06-22 00:00:00 SELL $343.44 27 $16,462.33 $9.27 3 $6,462.33 $-19,738.41
2019-11-18 00:00:00 BUY $297.67 17 $50,307.36 $5.06 28 $40,307.36 $-123,628.44
2020-01-21 00:00:00 BUY $259.67 4 $9,230.91 $1.04 4 $-769.09 $70.74
2020-01-28 00:00:00 SELL $366.04 3 $5,510.95 $1.10 4 $-4,489.05 $-12,591.37
2020-03-19 00:00:00 BUY $448.59 1 $4,413.94 $0.45 7 $-5,586.06 $-10,466.83
2020-09-25 00:00:00 SELL $393.00 16 $39,648.08 $6.29 6 $29,648.08 $-35,947.61
2020-11-04 00:00:00 SELL $462.66 61 $51,082.25 $28.22 8 $41,082.25 $-114,764.47
2021-01-24 00:00:00 SELL $496.48 3 $17,950.28 $1.49 0 $7,950.28 $0.00
2021-10-11 00:00:00 SELL $458.01 9 $57,922.09 $4.12 1 $47,922.09 $-128,958.49
2021-10-20 00:00:00 SELL $186.62 1 $6,216.59 $0.19 1 $-3,783.41 $-10,448.28
2021-12-10 00:00:00 BUY $179.12 22 $10,588.52 $3.94 57 $588.52 $-19,861.38
2021-12-28 00:00:00 BUY $95.10 85 $45,639.06 $8.08 85 $35,639.06 $-110,382.04
2022-05-04 00:00:00 BUY $344.00 19 $25,148.03 $6.54 67 $15,148.03 $-28,497.06
2022-07-12 00:00:00 SELL $93.52 2 $40,195.52 $0.19 0 $30,195.52 $0.00
2022-10-31 00:00:00 SELL $385.91 5 $19,196.11 $1.93 0 $9,196.11 $0.00
2023-01-18 00:00:00 BUY $286.28 2 $6,654.02 $0.57 10 $-3,345.98 $-1,554.45
2023-01-20 00:00:00 BUY $338.12 5 $16,257.98 $1.69 5 $6,257.98 $-19,078.12
2023-05-06 00:00:00 SELL $392.78 1 $40,008.68 $0.39 2 $30,008.68 $-85,792.12
2023-06-24 00:00:00 BUY $327.03 5 $4,652.54 $1.64 8 $-5,347.46 $-5,722.83
2023-07-02 00:00:00 SELL $330.20 14 $33,366.30 $4.62 22 $23,366.30 $-31,041.27
2023-08-27 00:00:00 SELL $493.13 1 $40,748.21 $0.49 3 $30,748.21 $-36,826.26
2023-10-25 00:00:00 SELL $379.88 2 $18,998.63 $0.76 1 $8,998.63 $-22,571.10
2024-02-18 00:00:00 SELL $320.29 56 $42,222.12 $17.94 15 $32,222.12 $-63,917.95
2024-03-25 00:00:00 SELL $454.18 1 $16,219.57 $0.45 8 $6,219.57 $-19,317.55
2024-04-27 00:00:00 SELL $177.10 36 $39,545.11 $6.38 4 $29,545.11 $-77,050.89
2024-08-07 00:00:00 BUY $79.69 78 $53,949.79 $6.22 78 $43,949.79 $-130,807.79
2024-10-07 00:00:00 SELL $186.12 3 $60,016.02 $0.56 1 $50,016.02 $-136,837.47
2024-11-03 00:00:00 SELL $317.13 10 $53,804.11 $3.17 10 $43,804.11 $-126,245.24
2024-11-17 00:00:00 SELL $230.91 106 $121,712.77 $24.48 10 $111,712.77 $-154,899.45
2025-04-26 00:00:00 BUY $288.78 37 $27,900.02 $10.68 45 $17,900.02 $-75,180.83
2025-05-01 00:00:00 SELL $328.47 1 $36,574.22 $0.33 0 $26,574.22 $0.00
2025-06-18 00:00:00 SELL $131.49 36 $32,628.82 $4.73 9 $22,628.82 $-97,677.48
SUMMARY (109 total orders) $32,628.82 $427.77 - $45.64% -

LUMBER

Best: Bullish Engulfing ⏰ 1d
PSR
0.671
Sharpe Ratio
0.687
Total Orders
183
Net Profit
31.67%
Average Win
27.53%
Average Loss
-7.66%
Annual Return
31.67%
Max Drawdown
-14.22%
Win Rate
0.5%
Profit/Loss Ratio
5.45
Alpha
0.142
Beta
1.505
Sortino Ratio
1.721
Total Fees
$1,928.35
Strategy Capacity
$3,888,386
Portfolio Turnover
1.87%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bullish Engulfing 1d 2.353 43.0% -10.1% 0.5% 🏆 BEST
2 Macd 1d 2.343 62.4% -11.3% 0.6%
3 Donchian Channels Breakout 1d 2.311 42.8% -28.2% 0.3%
4 Decision Tree 2 1d 2.288 63.9% -21.7% 0.7%
5 Lazy Trend Follower 1d 2.285 74.9% -22.1% 0.3%
6 Linear Regression 1d 2.267 -11.8% -12.0% 0.4%
7 Trend Risk Protection 1d 2.246 6.9% -18.3% 0.3%
8 Inside Day 1d 2.228 35.0% -9.6% 0.5%
9 Decision Tree 1d 2.190 56.1% -17.4% 0.6%
10 Multi Layer Ema 1d 2.157 18.0% -27.7% 0.5%
11 Russell Rebalancing Strategy 1d 2.114 58.2% -26.8% 0.3%
12 Decision Tree 3 1d 2.036 6.5% -25.8% 0.4%
13 Machine Learning Rsi 1d 2.004 4.8% -28.8% 0.7%
14 Rsi 1d 1.996 78.5% -23.6% 0.3%
15 Svm Rnn 1d 1.884 38.3% -6.6% 0.4%
16 Crude Oil 1d 1.850 75.1% -17.2% 0.6%
17 Buyandhold 1d 1.837 24.8% -9.9% 0.3%
18 Stable Mean Revert 1d 1.787 24.6% -22.4% 0.6%
19 Face The Train 1d 1.646 59.1% -27.9% 0.7%
20 Stan Weinstein 1d 1.547 77.6% -26.2% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-09-24 00:00:00 SELL $444.50 33 $131,987.18 $14.67 9 $121,987.18 $-367,694.70
2020-10-22 00:00:00 BUY $408.13 15 $15,988.80 $6.12 19 $5,988.80 $-13,689.11
2020-12-15 00:00:00 SELL $393.02 25 $110,263.18 $9.83 17 $100,263.18 $-144,713.86
2021-02-08 00:00:00 BUY $321.86 22 $86,226.96 $7.08 23 $76,226.96 $-56,591.42
2021-02-09 00:00:00 SELL $246.64 37 $109,900.71 $9.13 89 $99,900.71 $-518,833.02
2021-04-06 00:00:00 SELL $325.90 12 $81,751.00 $3.91 37 $71,751.00 $-101,203.74
2021-06-14 00:00:00 SELL $127.20 3 $114,215.01 $0.38 7 $104,215.01 $-313,544.28
2021-07-25 00:00:00 SELL $114.56 1 $113,549.24 $0.11 6 $103,549.24 $-302,801.97
2021-10-17 00:00:00 SELL $104.93 1 $137,263.75 $0.10 2 $127,263.75 $-438,573.29
2022-01-14 00:00:00 SELL $106.43 1 $11,448.56 $0.11 6 $1,448.56 $-7,787.64
2022-03-13 00:00:00 SELL $243.08 11 $91,795.42 $2.67 4 $81,795.42 $-70,102.76
2022-03-27 00:00:00 SELL $452.44 15 $21,211.34 $6.79 23 $11,211.34 $-27,109.32
2022-05-23 00:00:00 BUY $440.80 72 $102,332.82 $31.74 76 $92,332.82 $-238,250.84
2022-06-17 00:00:00 SELL $51.65 46 $119,111.84 $2.38 13 $109,111.84 $-232,358.54
2022-08-01 00:00:00 BUY $484.76 8 $12,574.37 $3.88 16 $2,574.37 $-3,225.75
2022-08-01 00:00:00 SELL $58.00 2 $116,254.93 $0.12 0 $106,254.93 $0.00
2022-09-09 00:00:00 BUY $66.86 55 $11,819.05 $3.68 58 $1,819.05 $-10,982.15
2023-05-07 00:00:00 BUY $194.40 122 $71,019.35 $23.72 281 $61,019.35 $-551,712.69
2023-05-09 00:00:00 SELL $172.72 65 $123,007.30 $11.23 7 $113,007.30 $-516,491.86
2023-05-17 00:00:00 SELL $380.63 6 $8,230.28 $2.28 13 $-1,769.72 $-1,105.58
2023-05-24 00:00:00 SELL $82.47 1 $128,467.75 $0.08 4 $118,467.75 $-481,169.62
2023-07-23 00:00:00 BUY $180.55 5 $62,816.28 $0.90 152 $52,816.28 $-103,831.48
2023-09-24 00:00:00 SELL $441.94 2 $123,890.29 $0.88 5 $113,890.29 $-515,491.21
2023-12-18 00:00:00 SELL $200.41 1 $129,752.58 $0.20 0 $119,752.58 $0.00
2023-12-26 00:00:00 SELL $205.32 135 $133,933.14 $27.72 6 $123,933.14 $-270,519.87
2023-12-26 00:00:00 SELL $461.43 1 $113,833.78 $0.46 10 $103,833.78 $-309,820.43
2023-12-27 00:00:00 BUY $318.16 4 $13,441.83 $1.27 23 $3,441.83 $-25,748.60
2024-01-26 00:00:00 SELL $449.93 8 $20,797.60 $3.60 27 $10,797.60 $-29,373.03
2024-01-29 00:00:00 SELL $90.39 15 $12,931.10 $1.36 16 $2,931.10 $-9,535.53
2024-02-02 00:00:00 BUY $107.00 67 $17,331.22 $7.17 82 $7,331.22 $-32,747.40
2024-02-10 00:00:00 SELL $479.61 69 $95,876.43 $33.09 83 $85,876.43 $-92,370.12
2024-02-23 00:00:00 SELL $67.11 1 $116,344.42 $0.07 0 $106,344.42 $0.00
2024-03-01 00:00:00 BUY $118.48 227 $79,894.44 $26.90 232 $69,894.44 $-157,761.86
2024-04-30 00:00:00 SELL $208.69 41 $109,588.92 $8.56 13 $99,588.92 $-175,998.16
2024-05-07 00:00:00 SELL $57.87 23 $79,475.83 $1.33 213 $69,475.83 $-201,565.27
2024-08-20 00:00:00 BUY $114.44 152 $98,932.23 $17.39 152 $88,932.23 $-297,039.91
2024-09-12 00:00:00 BUY $290.27 105 $162,908.29 $30.48 119 $152,908.29 $-736,632.59
2024-10-07 00:00:00 BUY $82.44 31 $11,576.54 $2.56 31 $1,576.54 $-5,870.71
2024-10-19 00:00:00 BUY $436.62 4 $78,146.22 $1.75 236 $68,146.22 $-109,102.40
2024-10-30 00:00:00 BUY $289.45 121 $91,461.27 $35.02 171 $81,461.27 $-521,819.91
2024-11-01 00:00:00 SELL $277.89 22 $101,983.88 $6.11 61 $91,983.88 $-115,226.69
2024-11-20 00:00:00 SELL $106.65 39 $100,447.51 $4.16 42 $90,447.51 $-146,915.70
2024-11-30 00:00:00 BUY $280.65 39 $102,592.78 $10.95 45 $92,592.78 $-290,859.92
2024-12-02 00:00:00 SELL $173.47 12 $22,116.91 $2.08 4 $12,116.91 $-20,749.74
2024-12-20 00:00:00 SELL $389.78 2 $13,637.73 $0.78 1 $3,637.73 $-8,036.42
2024-12-24 00:00:00 SELL $497.36 1 $14,134.59 $0.50 0 $4,134.59 $0.00
2025-01-22 00:00:00 SELL $311.32 1 $129,552.37 $0.31 1 $119,552.37 $-481,188.18
2025-04-22 00:00:00 BUY $391.64 1 $63,103.57 $0.39 149 $53,103.57 $-40,993.26
2025-04-22 00:00:00 SELL $143.72 71 $117,333.33 $10.20 42 $107,333.33 $-365,659.07
2025-06-15 00:00:00 SELL $88.05 2 $22,495.79 $0.18 2 $12,495.79 $-18,361.12
SUMMARY (178 total orders) $22,495.79 $1763.33 - $31.67% -

RUBBER

Best: Pullback ⏰ 1d
PSR
0.940
Sharpe Ratio
0.440
Total Orders
386
Net Profit
41.63%
Average Win
34.67%
Average Loss
-4.83%
Annual Return
41.63%
Max Drawdown
-12.73%
Win Rate
0.4%
Profit/Loss Ratio
4.34
Alpha
0.199
Beta
1.797
Sortino Ratio
1.712
Total Fees
$4,492.14
Strategy Capacity
$784,917
Portfolio Turnover
0.91%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Pullback 1d 2.488 -0.7% -19.4% 0.3% 🏆 BEST
2 Trend Risk Protection 1d 2.417 60.2% -8.2% 0.4%
3 Bitcoin 1d 2.394 43.0% -21.2% 0.5%
4 Bullish Engulfing 1d 2.348 -18.1% -26.4% 0.6%
5 Larry Williams 1d 2.293 1.8% -23.3% 0.5%
6 Svm Rnn 1d 2.270 61.5% -24.8% 0.5%
7 Decision Tree 3 1d 2.267 54.8% -26.2% 0.3%
8 Face The Train 1d 2.252 -12.8% -24.8% 0.3%
9 Stan Weinstein 1d 2.148 66.8% -6.8% 0.6%
10 Wheel Strategy 1d 2.038 7.4% -9.1% 0.3%
11 Stable Mean Revert 1d 2.019 51.6% -5.1% 0.3%
12 Rnn Linear Regression 1d 1.930 68.1% -5.6% 0.4%
13 Linear Regression Pca 1d 1.916 8.6% -18.3% 0.5%
14 Bollinger Bands 1d 1.899 9.2% -18.9% 0.3%
15 Machine Learning Rsi 1d 1.821 5.2% -6.9% 0.5%
16 Markov 1d 1.560 24.5% -8.6% 0.4%
17 Rsi 1d 1.539 21.5% -13.1% 0.6%
18 Adx 1d 1.317 -14.8% -18.4% 0.4%
19 Support Vector Machines 1d 1.191 75.5% -26.7% 0.6%
20 Ais Micro Test Diversity Gap 1d 1.161 51.3% -7.8% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-02-22 00:00:00 BUY $385.30 26 $131,011.16 $10.02 277 $121,011.16 $-803,850.02
2023-03-10 00:00:00 BUY $363.76 7 $70,230.90 $2.55 52 $60,230.90 $-525,047.33
2023-04-12 00:00:00 BUY $339.71 4 $15,038.62 $1.36 11 $5,038.62 $-32,707.57
2023-04-12 00:00:00 BUY $347.48 14 $167,829.69 $4.86 14 $157,829.69 $-669,725.48
2023-05-02 00:00:00 BUY $94.51 19 $44,659.56 $1.80 133 $34,659.56 $-427,294.75
2023-05-04 00:00:00 SELL $199.99 1 $11,189.80 $0.20 2 $1,189.80 $-58,021.60
2023-05-10 00:00:00 BUY $124.04 59 $81,802.75 $7.32 381 $71,802.75 $-1,013,854.21
2023-07-05 00:00:00 SELL $203.20 2 $18,284.69 $0.41 0 $8,284.69 $0.00
2023-08-27 00:00:00 SELL $438.69 1 $11,783.06 $0.44 1 $1,783.06 $-53,070.27
2023-09-24 00:00:00 BUY $201.10 25 $89,431.39 $5.03 99 $79,431.39 $-608,940.74
2023-10-04 00:00:00 BUY $196.38 161 $74,220.12 $31.62 161 $64,220.12 $-551,416.70
2023-10-10 00:00:00 SELL $305.07 13 $80,965.61 $3.97 2 $70,965.61 $-330,227.23
2023-11-10 00:00:00 BUY $66.46 153 $29,189.56 $10.17 153 $19,189.56 $-172,270.15
2023-11-16 00:00:00 SELL $436.22 23 $78,894.48 $10.03 28 $68,894.48 $-364,523.68
2023-11-24 00:00:00 SELL $117.16 181 $194,095.71 $21.21 47 $184,095.71 $-852,069.43
2023-11-30 00:00:00 SELL $74.30 2 $17,537.06 $0.15 0 $7,537.06 $0.00
2023-12-07 00:00:00 BUY $229.00 62 $94,463.80 $14.20 74 $84,463.80 $-597,705.10
2023-12-12 00:00:00 SELL $142.73 2 $15,294.69 $0.29 0 $5,294.69 $0.00
2024-01-07 00:00:00 BUY $455.06 11 $31,863.88 $5.01 11 $21,863.88 $-89,652.94
2024-01-12 00:00:00 SELL $256.96 1 $103,760.64 $0.26 2 $93,760.64 $-506,571.33
2024-01-21 00:00:00 BUY $327.39 87 $169,479.44 $28.48 127 $159,479.44 $-1,026,854.55
2024-01-29 00:00:00 SELL $140.50 1 $19,925.88 $0.14 5 $9,925.88 $-81,235.13
2024-03-14 00:00:00 SELL $391.62 8 $57,300.26 $3.13 10 $47,300.26 $-236,011.37
2024-03-27 00:00:00 BUY $80.61 49 $17,758.92 $3.95 56 $7,758.92 $-83,803.64
2024-04-11 00:00:00 SELL $270.28 4 $111,693.40 $1.08 5 $101,693.40 $-492,766.80
2024-04-26 00:00:00 SELL $314.49 1 $18,109.79 $0.31 0 $8,109.79 $0.00
2024-05-03 00:00:00 BUY $55.65 14 $14,330.22 $0.78 19 $4,330.22 $-10,180.12
2024-05-07 00:00:00 SELL $81.89 6 $17,720.20 $0.49 3 $7,720.20 $-5,504.13
2024-05-09 00:00:00 SELL $68.29 57 $108,626.74 $3.89 3 $98,626.74 $-633,671.84
2024-05-11 00:00:00 BUY $499.49 3 $16,609.83 $1.50 3 $6,609.83 $-30,338.80
2024-06-08 00:00:00 SELL $160.64 42 $65,928.63 $6.75 1 $55,928.63 $-224,424.36
2024-06-20 00:00:00 SELL $328.18 6 $59,267.37 $1.97 4 $49,267.37 $-238,614.89
2024-06-21 00:00:00 BUY $246.25 2 $10,959.31 $0.49 8 $959.31 $-51,046.49
2024-07-30 00:00:00 SELL $239.93 15 $11,541.33 $3.60 28 $1,541.33 $-16,801.14
2024-09-05 00:00:00 SELL $395.77 26 $36,363.17 $10.29 1 $26,363.17 $-131,615.17
2024-09-21 00:00:00 BUY $237.43 19 $10,779.01 $4.51 19 $779.01 $-38,747.19
2024-11-21 00:00:00 BUY $70.61 35 $9,064.98 $2.47 36 $-935.02 $-55,879.63
2024-12-03 00:00:00 SELL $77.28 10 $14,156.80 $0.77 5 $4,156.80 $-42,871.97
2024-12-09 00:00:00 SELL $340.22 1 $33,185.87 $0.34 0 $23,185.87 $0.00
2024-12-11 00:00:00 BUY $289.34 32 $23,917.69 $9.26 32 $13,917.69 $-93,954.14
2025-01-26 00:00:00 SELL $93.33 54 $148,241.19 $5.04 23 $138,241.19 $-919,376.67
2025-03-10 00:00:00 BUY $380.20 8 $15,385.43 $3.04 8 $5,385.43 $-9,728.28
2025-03-18 00:00:00 SELL $271.03 2 $22,086.06 $0.54 1 $12,086.06 $-79,368.37
2025-04-04 00:00:00 BUY $60.31 111 $80,040.99 $6.69 111 $70,040.99 $-542,518.71
2025-05-02 00:00:00 SELL $315.27 3 $71,105.13 $0.95 22 $61,105.13 $-312,889.92
2025-06-22 00:00:00 SELL $172.30 3 $17,795.61 $0.52 1 $7,795.61 $-31,664.96
2025-06-27 00:00:00 SELL $82.91 2 $18,441.85 $0.17 3 $8,441.85 $-28,852.76
2025-07-03 00:00:00 SELL $358.50 77 $56,069.93 $27.60 63 $46,069.93 $-176,158.42
2025-07-22 00:00:00 SELL $65.40 37 $82,458.33 $2.42 74 $72,458.33 $-551,068.01
2025-07-24 00:00:00 SELL $85.69 21 $44,930.14 $1.80 82 $34,930.14 $-204,642.41
SUMMARY (356 total orders) $44,930.14 $2404.48 - $41.63% -

ORANGE_JUICE

Best: Linear Regression Pca ⏰ 1d
PSR
0.513
Sharpe Ratio
0.556
Total Orders
443
Net Profit
27.23%
Average Win
32.01%
Average Loss
-7.41%
Annual Return
27.23%
Max Drawdown
-12.57%
Win Rate
0.3%
Profit/Loss Ratio
5.06
Alpha
0.158
Beta
1.116
Sortino Ratio
1.728
Total Fees
$841.51
Strategy Capacity
$2,102,273
Portfolio Turnover
0.98%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Linear Regression Pca 1d 2.478 77.6% -14.7% 0.7% 🏆 BEST
2 Rsi 1d 2.461 11.0% -19.4% 0.7%
3 Bitcoin 1d 2.457 45.0% -25.7% 0.6%
4 Confident Trend 1d 2.403 50.7% -15.9% 0.4%
5 Svm Rnn 1d 2.382 32.9% -28.3% 0.6%
6 Neural Networks Recurrent Neural 1d 2.320 67.0% -26.7% 0.7%
7 Linear Regression 1d 2.230 15.6% -22.8% 0.4%
8 Markov 1d 2.201 28.9% -9.2% 0.4%
9 Pullback 1d 2.118 11.7% -8.4% 0.4%
10 Decision Tree 3 1d 2.013 30.6% -18.9% 0.6%
11 Decision Tree 1d 1.836 67.8% -29.0% 0.5%
12 Inside Day 1d 1.734 0.9% -19.1% 0.6%
13 Support Vector Machines 1d 1.729 31.1% -6.9% 0.3%
14 Stan Weinstein 1d 1.705 18.6% -7.2% 0.4%
15 Machine Learning Rsi 1d 1.644 -8.4% -5.5% 0.6%
16 Donchian Boyt 1d 1.571 52.6% -18.1% 0.5%
17 Improved Index Trend 1d 1.500 44.9% -15.9% 0.4%
18 Rnn Linear Regression 1d 1.438 -12.1% -13.2% 0.6%
19 Face The Train 1d 1.362 45.5% -29.3% 0.3%
20 Bollinger Bands 1d 1.354 51.3% -29.2% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-07-22 00:00:00 BUY $407.69 1,023 $1,124,828.29 $417.07 1,792 $1,114,828.29 $-3,831,390.18
2023-07-30 00:00:00 SELL $392.89 503 $1,207,505.39 $197.63 2,423 $1,197,505.39 $-3,229,010.45
2023-08-29 00:00:00 BUY $89.97 143 $104,961.78 $12.87 143 $94,961.78 $-376,820.97
2023-09-14 00:00:00 SELL $141.42 1,009 $8,083,255.33 $142.69 770 $8,073,255.33 $-11,935,642.58
2023-10-10 00:00:00 SELL $366.61 32 $14,706,302.11 $11.73 65 $14,696,302.11 $-19,726,272.49
2023-10-11 00:00:00 BUY $164.13 1,444 $823,238.41 $237.01 2,152 $813,238.41 $-2,241,634.20
2023-10-26 00:00:00 SELL $201.85 1,427 $1,099,345.52 $288.04 1,560 $1,089,345.52 $-5,066,706.14
2023-11-14 00:00:00 SELL $271.16 1,200 $7,940,705.58 $325.39 1,779 $7,930,705.58 $-11,562,137.89
2023-11-15 00:00:00 SELL $326.67 838 $1,235,824.82 $273.75 1,315 $1,225,824.82 $-5,360,872.66
2023-11-17 00:00:00 BUY $138.50 42 $15,630.51 $5.82 45 $5,630.51 $-44,592.20
2023-12-18 00:00:00 SELL $72.93 49 $120,751.64 $3.57 109 $110,751.64 $-512,052.55
2023-12-28 00:00:00 SELL $99.83 39 $15,647.25 $3.89 23 $5,647.25 $-43,773.18
2023-12-31 00:00:00 SELL $80.68 327 $1,289,005.88 $26.38 66 $1,279,005.88 $-2,898,129.27
2024-01-12 00:00:00 SELL $224.91 99 $61,885.34 $22.27 6 $51,885.34 $-168,032.34
2024-03-11 00:00:00 SELL $422.20 46 $104,340.31 $19.42 65 $94,340.31 $-327,060.51
2024-04-04 00:00:00 BUY $427.82 566 $3,185,242.11 $242.15 13,727 $3,175,242.11 $-3,841,317.36
2024-04-16 00:00:00 BUY $300.56 3 $991,199.94 $0.90 327 $981,199.94 $-3,188,044.64
2024-05-05 00:00:00 SELL $155.91 576 $979,285.68 $89.80 2,442 $969,285.68 $-4,833,345.81
2024-07-13 00:00:00 SELL $388.59 98 $195,443.83 $38.08 138 $185,443.83 $-774,784.29
2024-07-17 00:00:00 BUY $102.06 28 $6,733.96 $2.86 28 $-3,266.04 $-2,684.16
2024-08-23 00:00:00 SELL $324.36 3,274 $13,618,585.21 $1061.94 3,816 $13,608,585.21 $-21,247,106.76
2024-09-23 00:00:00 SELL $265.09 58 $245,258.97 $15.38 104 $235,258.97 $-1,005,115.01
2024-10-05 00:00:00 SELL $409.69 542 $971,902.36 $222.05 345 $961,902.36 $-1,829,940.65
2024-10-07 00:00:00 SELL $470.88 9 $21,277.73 $4.24 1 $11,277.73 $-47,451.69
2024-11-08 00:00:00 SELL $140.43 68 $13,877,953.30 $9.55 124 $13,867,953.30 $-18,457,893.83
2024-11-13 00:00:00 SELL $60.13 1,522 $1,298,927.48 $91.51 901 $1,288,927.48 $-4,126,820.31
2024-11-20 00:00:00 SELL $139.40 40 $168,812.61 $5.58 252 $158,812.61 $-929,562.01
2024-11-21 00:00:00 SELL $195.28 5 $278,517.32 $0.98 26 $268,517.32 $-1,118,710.77
2024-11-30 00:00:00 BUY $480.63 2 $7,396.01 $0.96 6 $-2,603.99 $-13,133.70
2024-11-30 00:00:00 BUY $463.92 92 $100,749.35 $42.68 479 $90,749.35 $-767,784.58
2024-11-30 00:00:00 BUY $81.09 121 $912,832.97 $9.81 972 $902,832.97 $-3,197,698.57
2024-12-08 00:00:00 SELL $293.41 2 $7,734.78 $0.59 6 $-2,265.22 $-8,775.23
2024-12-14 00:00:00 SELL $382.68 68 $373,774.97 $26.02 324 $363,774.97 $-1,339,829.33
2024-12-16 00:00:00 SELL $95.00 220 $1,369,774.41 $20.90 193 $1,359,774.41 $-5,829,097.93
2025-01-22 00:00:00 BUY $157.93 63 $157,400.37 $9.95 236 $147,400.37 $-781,187.69
2025-01-23 00:00:00 BUY $169.08 7 $9,546.70 $1.18 34 $-453.30 $-90,463.15
2025-02-18 00:00:00 SELL $349.34 6 $451,976.82 $2.10 10 $441,976.82 $-1,234,026.60
2025-03-01 00:00:00 SELL $390.42 38 $63,814.50 $14.84 0 $53,814.50 $0.00
2025-03-03 00:00:00 BUY $298.37 313 $2,806,879.26 $93.39 41,711 $2,796,879.26 $-4,777,075.26
2025-03-09 00:00:00 BUY $489.00 1 $17,731.75 $0.49 2 $7,731.75 $-96,837.45
2025-03-29 00:00:00 SELL $450.43 113 $119,009.44 $50.90 19 $109,009.44 $-302,256.77
2025-04-20 00:00:00 BUY $274.33 261 $1,110,319.93 $71.60 1,219 $1,100,319.93 $-2,497,451.77
2025-05-17 00:00:00 BUY $184.98 56 $105,226.74 $10.36 67 $95,226.74 $-311,482.85
2025-05-22 00:00:00 SELL $315.11 1 $117,839.80 $0.32 0 $107,839.80 $0.00
2025-06-02 00:00:00 SELL $328.22 1 $9,724.74 $0.33 0 $-275.26 $0.00
2025-06-04 00:00:00 BUY $89.42 65 $49,978.75 $5.81 67 $39,978.75 $-208,979.85
2025-06-25 00:00:00 SELL $352.91 5 $120,772.24 $1.76 14 $110,772.24 $-305,874.12
2025-06-27 00:00:00 SELL $243.42 10 $171,114.75 $2.43 153 $161,114.75 $-590,805.03
2025-07-04 00:00:00 SELL $258.53 132 $382,413.41 $34.13 43 $372,413.41 $-1,597,131.78
2025-07-09 00:00:00 BUY $267.23 104 $70,864.49 $27.79 257 $60,864.49 $-475,570.06
SUMMARY (419 total orders) $70,864.49 $77046.22 - $27.23% -

MILK

Best: Bollinger Bands ⏰ 1d
PSR
0.830
Sharpe Ratio
1.625
Total Orders
376
Net Profit
47.69%
Average Win
21.02%
Average Loss
-4.55%
Annual Return
47.69%
Max Drawdown
-22.69%
Win Rate
0.5%
Profit/Loss Ratio
7.08
Alpha
-0.033
Beta
0.861
Sortino Ratio
1.257
Total Fees
$1,425.10
Strategy Capacity
$1,136,418
Portfolio Turnover
2.19%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bollinger Bands 1d 2.452 65.3% -16.0% 0.5% 🏆 BEST
2 Confident Trend 1d 2.439 -2.1% -21.7% 0.6%
3 Lazy Trend Follower 1d 2.327 -1.8% -9.3% 0.5%
4 Stable Mean Revert 1d 2.307 38.8% -19.2% 0.6%
5 Adx 1d 2.204 72.9% -25.2% 0.7%
6 Crude Oil 1d 2.198 -15.1% -16.2% 0.4%
7 Donchian Channels Breakout 1d 2.118 38.0% -7.4% 0.5%
8 Ais Micro Test Diversity Gap 1d 2.116 37.4% -13.8% 0.5%
9 Markov 1d 2.094 36.6% -20.1% 0.4%
10 Decision Tree 2 1d 2.083 49.8% -11.6% 0.6%
11 Bullish Engulfing 1d 2.024 58.1% -28.6% 0.4%
12 Multi Layer Ema 1d 2.014 49.7% -19.7% 0.6%
13 Decision Tree 1d 2.011 66.2% -26.1% 0.3%
14 Larry Williams 1d 1.985 -9.5% -5.8% 0.4%
15 Pullback 1d 1.875 20.8% -16.7% 0.4%
16 Inside Day 1d 1.849 -18.3% -7.9% 0.5%
17 Face The Train 1d 1.849 33.0% -18.4% 0.6%
18 Wheel Strategy 1d 1.819 44.4% -8.8% 0.4%
19 Long Short Term Memory Neural Network 1d 1.748 33.0% -11.7% 0.6%
20 Russell Rebalancing Strategy 1d 1.712 40.6% -6.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-12-04 00:00:00 BUY $80.74 315 $293,710.10 $25.43 315 $283,710.10 $-3,047,823.47
2023-01-13 00:00:00 SELL $96.67 11 $443,430.15 $1.06 7 $433,430.15 $-489,614.69
2023-01-14 00:00:00 SELL $271.32 12 $12,608.90 $3.26 1 $2,608.90 $-5,861.51
2023-01-14 00:00:00 SELL $210.64 96 $196,431.49 $20.22 93 $186,431.49 $-2,980,833.88
2023-01-29 00:00:00 SELL $343.33 5 $46,849.62 $1.72 3 $36,849.62 $-41,023.12
2023-01-30 00:00:00 SELL $150.37 2 $442,367.81 $0.30 18 $432,367.81 $-487,584.70
2023-02-11 00:00:00 BUY $308.17 37 $216,469.65 $11.40 46 $206,469.65 $-2,927,157.01
2023-04-03 00:00:00 BUY $354.99 30 $61,047.17 $10.65 115 $51,047.17 $-111,200.18
2023-06-12 00:00:00 SELL $309.61 12 $410,032.39 $3.72 93 $400,032.39 $-948,669.05
2023-06-15 00:00:00 SELL $207.10 10 $376,014.60 $2.07 66 $366,014.60 $-1,016,435.13
2023-06-15 00:00:00 SELL $262.87 10 $322,288.89 $2.63 0 $312,288.89 $0.00
2023-06-28 00:00:00 BUY $209.02 69 $216,131.55 $14.42 177 $206,131.55 $-1,676,884.52
2023-07-09 00:00:00 BUY $248.28 23 $13,871.30 $5.71 30 $3,871.30 $-11,579.07
2023-07-11 00:00:00 SELL $389.42 1 $8,883.08 $0.39 2 $-1,116.92 $-1,199.56
2023-09-01 00:00:00 BUY $209.88 234 $327,708.52 $49.11 383 $317,708.52 $-1,235,094.66
2023-10-06 00:00:00 SELL $424.54 29 $271,594.19 $12.31 10 $261,594.19 $-2,081,832.75
2023-11-20 00:00:00 SELL $463.32 18 $314,788.70 $8.34 36 $304,788.70 $-3,056,577.35
2023-12-22 00:00:00 SELL $357.64 92 $425,161.07 $32.90 113 $415,161.07 $-2,318,149.91
2024-01-08 00:00:00 SELL $121.20 20 $300,290.69 $2.42 3 $290,290.69 $-1,888,736.33
2024-03-01 00:00:00 SELL $262.18 9 $62,093.62 $2.36 57 $52,093.62 $-197,565.81
2024-03-03 00:00:00 SELL $349.59 11 $65,025.00 $3.85 41 $55,025.00 $-286,133.01
2024-03-17 00:00:00 BUY $122.90 69 $69,650.49 $8.48 69 $59,650.49 $-310,193.70
2024-04-04 00:00:00 SELL $155.76 124 $217,594.80 $19.31 4 $207,594.80 $-2,753,642.74
2024-04-13 00:00:00 SELL $294.92 3 $273,717.76 $0.88 0 $263,717.76 $0.00
2024-04-15 00:00:00 SELL $225.39 415 $287,367.45 $93.54 900 $277,367.45 $-2,155,712.70
2024-05-11 00:00:00 SELL $362.77 2 $301,491.65 $0.73 0 $291,491.65 $0.00
2024-06-10 00:00:00 SELL $351.81 9 $208,391.30 $3.17 6 $198,391.30 $-2,998,312.31
2024-08-02 00:00:00 SELL $492.03 39 $257,901.80 $19.19 24 $247,901.80 $-1,671,038.46
2024-08-07 00:00:00 BUY $192.59 59 $54,901.95 $11.36 64 $44,901.95 $-233,098.07
2024-08-09 00:00:00 BUY $186.22 90 $240,276.31 $16.76 239 $230,276.31 $-1,752,692.15
2024-08-22 00:00:00 SELL $72.21 964 $714,468.54 $69.61 511 $704,468.54 $-3,375,941.88
2024-10-01 00:00:00 SELL $74.68 83 $819,115.74 $6.20 12 $809,115.74 $-3,411,943.15
2024-11-12 00:00:00 BUY $265.08 17 $308,557.53 $4.51 61 $298,557.53 $-2,120,647.67
2024-11-15 00:00:00 SELL $207.08 200 $257,053.32 $41.42 149 $247,053.32 $-1,766,344.70
2024-11-28 00:00:00 SELL $235.43 156 $369,709.12 $36.73 226 $359,709.12 $-2,415,827.24
2024-11-29 00:00:00 SELL $90.33 4 $518,000.80 $0.36 7 $508,000.80 $-3,242,451.83
2024-12-01 00:00:00 SELL $68.56 6 $209,469.76 $0.41 114 $199,469.76 $-1,653,578.90
2025-01-03 00:00:00 BUY $463.45 6 $37,758.42 $2.78 77 $27,758.42 $-25,321.74
2025-01-14 00:00:00 BUY $435.08 65 $133,735.98 $28.28 178 $123,735.98 $-2,785,566.02
2025-01-18 00:00:00 BUY $137.10 501 $175,162.97 $68.69 961 $165,162.97 $-1,071,569.32
2025-01-19 00:00:00 SELL $487.65 21 $313,778.38 $10.24 0 $303,778.38 $0.00
2025-02-24 00:00:00 SELL $205.67 52 $381,727.45 $10.70 121 $371,727.45 $-844,789.96
2025-02-25 00:00:00 SELL $336.53 56 $71,004.39 $18.85 107 $61,004.39 $-147,921.01
2025-03-19 00:00:00 SELL $405.18 1 $81,830.97 $0.41 0 $71,830.97 $0.00
2025-03-20 00:00:00 SELL $300.53 35 $259,294.77 $10.52 39 $249,294.77 $-2,074,357.50
2025-04-03 00:00:00 SELL $496.27 83 $370,146.89 $41.19 170 $360,146.89 $-1,231,112.34
2025-05-21 00:00:00 SELL $155.86 123 $275,339.05 $19.17 48 $265,339.05 $-1,513,958.22
2025-05-23 00:00:00 SELL $313.78 253 $229,099.21 $79.39 741 $219,099.21 $-257,780.31
2025-07-05 00:00:00 BUY $159.05 21 $232,867.57 $3.34 302 $222,867.57 $-2,178,955.67
2025-07-20 00:00:00 BUY $107.79 139 $59,827.67 $14.98 228 $49,827.67 $-60,359.26
SUMMARY (362 total orders) $59,827.67 $7717.34 - $47.69% -

CHEESE

Best: Buyandhold ⏰ 1d
PSR
0.789
Sharpe Ratio
0.991
Total Orders
483
Net Profit
21.54%
Average Win
29.58%
Average Loss
-7.54%
Annual Return
21.54%
Max Drawdown
-6.09%
Win Rate
0.6%
Profit/Loss Ratio
3.78
Alpha
-0.046
Beta
1.838
Sortino Ratio
0.984
Total Fees
$1,461.85
Strategy Capacity
$4,616,000
Portfolio Turnover
2.44%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Buyandhold 1d 2.483 -2.4% -18.3% 0.7% 🏆 BEST
2 Long Short Term Memory Neural Network 1d 2.384 31.8% -11.2% 0.3%
3 Linear Regression 1d 2.340 55.2% -24.0% 0.3%
4 Linear Regression Pca 1d 2.300 58.6% -8.7% 0.4%
5 Markov 1d 2.298 1.0% -12.0% 0.7%
6 Face The Train 1d 2.261 44.5% -10.2% 0.5%
7 Neural Networks Recurrent Neural 1d 2.136 30.1% -9.9% 0.3%
8 Rsi 1d 2.130 46.4% -10.9% 0.3%
9 Adx 1d 2.111 57.6% -17.2% 0.5%
10 Support Vector Machines 1d 2.072 12.1% -26.3% 0.3%
11 Improved Index Trend 1d 2.045 51.8% -28.6% 0.5%
12 Turtle Trading 1d 2.007 -3.3% -21.1% 0.5%
13 Stan Weinstein 1d 1.967 4.9% -16.8% 0.4%
14 Ride The Aggression 1d 1.820 12.6% -23.0% 0.4%
15 Donchian Channels Breakout 1d 1.800 79.3% -8.1% 0.6%
16 Decision Tree 3 1d 1.789 -11.9% -26.5% 0.3%
17 Bullish Engulfing 1d 1.740 24.8% -9.5% 0.5%
18 Larry Williams 1d 1.541 75.9% -10.3% 0.5%
19 Donchian Boyt 1d 1.376 -10.1% -11.6% 0.6%
20 Crude Oil 1d 1.370 -9.6% -21.3% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-09-19 00:00:00 SELL $462.71 2 $8,369.14 $0.93 0 $-1,630.86 $0.00
2023-10-07 00:00:00 SELL $83.67 933 $12,319,811.41 $78.06 537 $12,309,811.41 $-27,251,502.54
2023-10-08 00:00:00 SELL $466.55 169 $5,238,361.47 $78.85 24 $5,228,361.47 $-6,304,507.61
2023-10-16 00:00:00 BUY $235.25 9 $5,910.30 $2.12 9 $-4,089.70 $-8,870.87
2023-12-01 00:00:00 SELL $337.12 11 $27,190.91 $3.71 32 $17,190.91 $-64,495.51
2023-12-06 00:00:00 SELL $214.42 84 $41,114,523.65 $18.01 128 $41,104,523.65 $-110,476,559.73
2023-12-12 00:00:00 BUY $59.65 2,635 $1,007,786.54 $157.17 3,398 $997,786.54 $-1,285,213.11
2023-12-19 00:00:00 SELL $348.88 3 $7,018.63 $1.05 3 $-2,981.37 $-19,658.13
2023-12-25 00:00:00 SELL $447.06 43 $160,580.22 $19.22 39 $150,580.22 $-345,495.30
2023-12-28 00:00:00 SELL $57.06 4,118 $27,364,063.21 $234.98 2,685 $27,354,063.21 $-283,142,419.87
2024-01-05 00:00:00 BUY $242.71 554 $722,914.27 $134.46 1,311 $712,914.27 $-754,038.95
2024-01-19 00:00:00 SELL $487.80 3 $174,726.39 $1.46 3 $164,726.39 $-327,868.87
2024-02-01 00:00:00 SELL $482.96 77 $98,719.61 $37.19 3 $88,719.61 $-150,853.78
2024-04-21 00:00:00 SELL $187.82 38 $4,854,361.95 $7.14 51 $4,844,361.95 $-7,541,746.83
2024-05-03 00:00:00 SELL $113.23 11,023 $45,212,314.46 $1248.15 4,752 $45,202,314.46 $-257,026,440.74
2024-05-11 00:00:00 SELL $232.13 2,069 $28,928,034.35 $480.28 265 $28,918,034.35 $-280,737,195.59
2024-05-16 00:00:00 BUY $146.42 9,298 $11,265,732.82 $1361.42 11,903 $11,255,732.82 $-33,356,172.63
2024-06-05 00:00:00 SELL $392.10 16 $10,636,099.42 $6.27 347 $10,626,099.42 $-17,298,325.43
2024-06-05 00:00:00 SELL $423.94 952 $39,666,863.03 $403.59 2,256 $39,656,863.03 $-163,287,188.74
2024-07-04 00:00:00 SELL $107.75 54,483 $34,545,188.10 $5870.52 58,813 $34,535,188.10 $-140,414,707.51
2024-07-19 00:00:00 SELL $71.31 16,412 $28,555,432.96 $1170.37 7,398 $28,545,432.96 $-76,259,535.34
2024-07-22 00:00:00 SELL $278.18 64 $26,863.53 $17.80 18 $16,863.53 $-36,366.99
2024-08-02 00:00:00 BUY $265.69 1 $6,397.50 $0.27 9 $-3,602.50 $-7,351.35
2024-08-24 00:00:00 SELL $320.04 27,153 $19,422,101.75 $8690.11 7,349 $19,412,101.75 $-35,855,510.27
2024-09-03 00:00:00 BUY $483.95 56 $65,829.07 $27.10 61 $55,829.07 $-91,424.45
2024-10-19 00:00:00 SELL $67.99 9 $134,871.99 $0.61 158 $124,871.99 $-318,589.89
2024-10-28 00:00:00 SELL $266.36 1,997 $27,204,503.35 $531.92 25,898 $27,194,503.35 $-69,888,949.62
2024-11-23 00:00:00 SELL $339.97 9 $12,876.33 $3.06 14 $2,876.33 $-26,015.76
2024-12-01 00:00:00 SELL $398.19 1,045 $740,754.52 $416.11 22 $730,754.52 $-541,587.57
2024-12-04 00:00:00 SELL $94.57 1 $31,799.98 $0.09 3 $21,799.98 $-75,888.66
2024-12-30 00:00:00 SELL $249.47 11,355 $32,637,911.62 $2832.70 12,727 $32,627,911.62 $-171,375,544.71
2025-01-03 00:00:00 BUY $327.58 4 $29,949.64 $1.31 4 $19,949.64 $-40,063.95
2025-01-06 00:00:00 SELL $160.77 14 $46,045,511.87 $2.25 13 $46,035,511.87 $-202,660,602.73
2025-01-26 00:00:00 BUY $205.48 4 $5,087.57 $0.82 13 $-4,912.43 $-10,434.20
2025-02-20 00:00:00 SELL $83.13 28 $296,054.18 $2.33 36 $286,054.18 $-461,340.62
2025-03-03 00:00:00 SELL $192.77 88 $156,339.45 $16.96 60 $146,339.45 $-317,765.80
2025-03-19 00:00:00 SELL $274.44 27 $36,974,101.04 $7.41 146 $36,964,101.04 $-174,510,445.95
2025-03-30 00:00:00 SELL $427.23 39 $75,912.71 $16.66 71 $65,912.71 $-169,907.05
2025-04-02 00:00:00 SELL $381.04 9,985 $36,438,819.33 $3804.71 2,742 $36,428,819.33 $-173,505,694.40
2025-04-05 00:00:00 BUY $428.01 24,081 $29,808,044.27 $10306.89 24,082 $29,798,044.27 $-153,936,288.73
2025-04-05 00:00:00 SELL $431.55 3,575 $30,024,266.59 $1542.81 26,731 $30,014,266.59 $-233,321,968.57
2025-04-08 00:00:00 BUY $430.21 8,494 $33,771,022.45 $3654.21 59,603 $33,761,022.45 $-198,031,240.11
2025-04-14 00:00:00 BUY $71.35 23,421 $7,160,059.04 $1671.15 24,279 $7,150,059.04 $-21,465,433.74
2025-05-05 00:00:00 SELL $62.10 3,952 $5,542,180.17 $245.42 7,785 $5,532,180.17 $-12,889,712.65
2025-05-07 00:00:00 BUY $120.35 47,737 $16,435,873.09 $5745.33 69,136 $16,425,873.09 $-77,473,371.94
2025-05-20 00:00:00 BUY $420.91 21,399 $22,186,948.41 $9006.99 21,399 $22,176,948.41 $-67,780,105.85
2025-05-22 00:00:00 SELL $455.63 10 $34,990.88 $4.56 2 $24,990.88 $-79,934.37
2025-05-24 00:00:00 BUY $263.50 11 $14,113.90 $2.90 53 $4,113.90 $-46,894.91
2025-07-03 00:00:00 SELL $142.25 13,859 $9,129,489.72 $1971.40 10,420 $9,119,489.72 $-23,386,678.37
2025-07-22 00:00:00 SELL $358.55 4 $8,852.22 $1.43 0 $-1,147.78 $0.00
SUMMARY (461 total orders) $8,852.22 $624862.74 - $21.54% -

BUTTER

Best: Neural Networks Recurrent Neural ⏰ 1d
PSR
0.678
Sharpe Ratio
2.025
Total Orders
136
Net Profit
33.87%
Average Win
31.59%
Average Loss
-4.31%
Annual Return
33.87%
Max Drawdown
-13.86%
Win Rate
0.5%
Profit/Loss Ratio
3.70
Alpha
0.131
Beta
1.913
Sortino Ratio
1.277
Total Fees
$538.39
Strategy Capacity
$1,335,083
Portfolio Turnover
2.19%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Neural Networks Recurrent Neural 1d 2.348 61.0% -6.2% 0.7% 🏆 BEST
2 Linear Regression 1d 2.288 63.6% -5.3% 0.3%
3 Crude Oil 1d 2.257 -6.1% -13.9% 0.3%
4 Ride The Aggression 1d 2.159 56.1% -23.3% 0.3%
5 Machine Learning Rsi 1d 2.093 17.2% -28.3% 0.3%
6 Improved Index Trend 1d 2.090 16.8% -20.0% 0.5%
7 Wheel Strategy 1d 2.061 72.0% -20.7% 0.6%
8 Support Vector Machines 1d 2.008 41.0% -18.5% 0.3%
9 Trend Risk Protection 1d 1.815 71.6% -6.6% 0.6%
10 Pullback 1d 1.793 53.9% -29.2% 0.6%
11 Weekly Breakout 1d 1.789 24.4% -13.3% 0.6%
12 Adx 1d 1.766 4.1% -27.0% 0.5%
13 Stan Weinstein 1d 1.747 24.7% -13.4% 0.3%
14 Svm Rnn 1d 1.713 -4.8% -8.6% 0.5%
15 Counter Punsh 1d 1.682 56.0% -11.5% 0.5%
16 Donchian Boyt 1d 1.394 59.4% -12.6% 0.5%
17 Long Short Term Memory Neural Network 1d 1.346 50.2% -17.7% 0.6%
18 Markov 1d 1.182 17.6% -20.2% 0.3%
19 Bullish Engulfing 1d 1.181 -1.0% -5.9% 0.3%
20 Face The Train 1d 1.031 -9.4% -14.7% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-01-01 00:00:00 SELL $222.38 45 $38,013.48 $10.01 8 $28,013.48 $-82,524.83
2018-02-13 00:00:00 SELL $405.57 12 $45,802.93 $4.87 2 $35,802.93 $-133,505.26
2018-03-05 00:00:00 SELL $276.91 14 $79,797.64 $3.88 192 $69,797.64 $-230,966.10
2018-05-13 00:00:00 SELL $192.03 17 $32,779.89 $3.26 2 $22,779.89 $-100,145.25
2018-06-16 00:00:00 SELL $497.37 6 $65,266.96 $2.98 1 $55,266.96 $-168,595.84
2018-10-16 00:00:00 SELL $204.56 3 $21,072.02 $0.61 10 $11,072.02 $-24,575.27
2018-11-16 00:00:00 BUY $350.06 30 $28,090.34 $10.50 56 $18,090.34 $-43,189.16
2018-12-07 00:00:00 BUY $414.04 25 $25,480.60 $10.35 28 $15,480.60 $-78,585.06
2019-01-31 00:00:00 SELL $425.37 2 $43,036.00 $0.85 13 $33,036.00 $-41,510.67
2019-04-04 00:00:00 BUY $358.87 6 $17,903.65 $2.15 20 $7,903.65 $-16,814.37
2019-05-04 00:00:00 SELL $69.89 9 $28,718.69 $0.63 47 $18,718.69 $-70,009.76
2019-05-16 00:00:00 SELL $228.76 4 $38,690.82 $0.92 0 $28,690.82 $0.00
2019-07-01 00:00:00 BUY $475.95 6 $8,254.50 $2.86 6 $-1,745.50 $-5,443.74
2019-10-10 00:00:00 SELL $349.91 3 $38,307.20 $1.05 0 $28,307.20 $0.00
2020-01-28 00:00:00 BUY $237.90 2 $17,427.38 $0.48 22 $7,427.38 $-20,911.38
2020-02-18 00:00:00 SELL $302.56 2 $21,676.54 $0.61 8 $11,676.54 $-24,200.41
2020-05-02 00:00:00 BUY $183.77 52 $23,492.85 $9.56 52 $13,492.85 $-90,973.46
2020-05-04 00:00:00 SELL $337.18 9 $20,458.95 $3.03 13 $10,458.95 $-22,237.57
2020-07-05 00:00:00 SELL $271.44 1 $11,113.05 $0.27 0 $1,113.05 $0.00
2020-08-13 00:00:00 SELL $52.11 2 $39,589.10 $0.10 14 $29,589.10 $-56,261.99
2020-10-07 00:00:00 SELL $126.95 20 $41,922.84 $2.54 16 $31,922.84 $-45,009.21
2020-12-10 00:00:00 SELL $447.63 31 $24,489.25 $13.88 2 $14,489.25 $-16,854.19
2021-01-07 00:00:00 BUY $63.28 123 $38,553.00 $7.78 128 $28,553.00 $-137,233.31
2021-01-18 00:00:00 BUY $203.04 93 $59,453.13 $18.88 123 $49,453.13 $-200,588.00
2021-06-09 00:00:00 SELL $287.45 7 $35,842.06 $2.01 3 $25,842.06 $-89,315.96
2021-06-12 00:00:00 BUY $317.09 16 $61,392.00 $5.07 24 $51,392.00 $-169,077.35
2021-07-06 00:00:00 BUY $288.96 19 $31,478.20 $5.49 23 $21,478.20 $-103,439.32
2021-07-19 00:00:00 SELL $499.49 2 $32,433.13 $1.00 18 $22,433.13 $-101,094.47
2021-08-04 00:00:00 BUY $77.46 22 $8,322.23 $1.70 22 $-1,677.77 $438.94
2021-12-27 00:00:00 SELL $445.56 10 $103,611.58 $4.46 14 $93,611.58 $-277,895.20
2022-04-20 00:00:00 SELL $142.50 31 $33,131.87 $4.42 16 $23,131.87 $-71,014.35
2022-05-02 00:00:00 SELL $88.67 2 $23,721.38 $0.18 2 $13,721.38 $-26,443.56
2022-07-03 00:00:00 SELL $178.17 1 $10,841.89 $0.18 1 $841.89 $-8,121.27
2022-07-15 00:00:00 SELL $260.86 22 $12,337.05 $5.74 10 $2,337.05 $-12,411.69
2022-09-08 00:00:00 BUY $287.20 7 $8,088.48 $2.01 28 $-1,911.52 $3,294.68
2022-09-19 00:00:00 SELL $135.21 4 $13,358.43 $0.54 5 $3,358.43 $-14,344.25
2023-02-01 00:00:00 SELL $248.45 32 $31,435.14 $7.95 20 $21,435.14 $-105,116.44
2023-05-08 00:00:00 SELL $391.29 8 $11,880.13 $3.13 12 $1,880.13 $1,726.14
2023-09-26 00:00:00 BUY $101.21 4 $8,631.79 $0.40 28 $-1,368.21 $-3,923.30
2024-02-03 00:00:00 SELL $433.38 44 $44,282.44 $19.07 6 $34,282.44 $-127,467.50
2024-03-02 00:00:00 BUY $476.96 3 $37,258.51 $1.43 3 $27,258.51 $-114,144.70
2024-04-03 00:00:00 SELL $228.02 11 $42,824.32 $2.51 18 $32,824.32 $-141,228.77
2024-04-20 00:00:00 BUY $473.86 21 $33,075.02 $9.95 34 $23,075.02 $-30,929.29
2024-06-08 00:00:00 BUY $132.67 2 $8,752.95 $0.27 6 $-1,247.05 $-10,359.13
2024-07-08 00:00:00 SELL $394.80 5 $44,409.57 $1.97 3 $34,409.57 $-55,807.13
2024-09-05 00:00:00 BUY $208.19 35 $25,232.60 $7.29 50 $15,232.60 $-112,371.49
2024-12-13 00:00:00 BUY $395.09 26 $67,439.00 $10.27 30 $57,439.00 $-189,600.50
2025-02-10 00:00:00 SELL $258.82 80 $80,138.22 $20.71 43 $70,138.22 $-233,315.82
2025-03-06 00:00:00 SELL $227.38 2 $39,484.98 $0.45 16 $29,484.98 $-53,353.43
2025-07-04 00:00:00 SELL $228.06 4 $45,193.75 $0.91 2 $35,193.75 $-129,611.70
SUMMARY (135 total orders) $45,193.75 $662.54 - $33.87% -

FEEDER_CATTLE

Best: Decision Tree 3 ⏰ 1d
PSR
0.559
Sharpe Ratio
0.772
Total Orders
355
Net Profit
42.67%
Average Win
20.95%
Average Loss
-6.20%
Annual Return
42.67%
Max Drawdown
-7.42%
Win Rate
0.4%
Profit/Loss Ratio
5.88
Alpha
-0.064
Beta
1.359
Sortino Ratio
0.622
Total Fees
$700.85
Strategy Capacity
$2,128,960
Portfolio Turnover
0.85%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 3 1d 2.344 73.9% -21.9% 0.4% 🏆 BEST
2 Bitcoin 1d 2.317 10.6% -7.7% 0.6%
3 Ais Micro Test Diversity Gap 1d 2.239 79.9% -25.6% 0.3%
4 Lazy Trend Follower 1d 2.208 23.6% -28.6% 0.6%
5 Buyandhold 1d 2.197 53.0% -21.0% 0.7%
6 Stable Mean Revert 1d 2.164 48.9% -17.8% 0.7%
7 Pullback 1d 2.150 73.5% -27.1% 0.3%
8 Confident Trend 1d 2.130 40.8% -23.5% 0.6%
9 Decision Tree 2 1d 2.042 46.7% -19.9% 0.6%
10 Neural Networks Recurrent Neural 1d 1.866 54.8% -7.3% 0.6%
11 Wheel Strategy 1d 1.809 26.2% -25.2% 0.3%
12 Weekly Breakout 1d 1.770 41.1% -11.4% 0.5%
13 Donchian Boyt 1d 1.680 53.1% -13.6% 0.7%
14 Larry Williams 1d 1.652 -11.4% -26.7% 0.5%
15 Improved Index Trend 1d 1.628 -0.4% -6.8% 0.3%
16 Russell Rebalancing Strategy 1d 1.609 14.5% -16.5% 0.3%
17 Linear Regression 1d 1.554 -10.8% -25.1% 0.3%
18 Donchian Channels Breakout 1d 1.529 3.7% -13.8% 0.6%
19 Trend Risk Protection 1d 1.522 -19.6% -6.5% 0.4%
20 Linear Regression Pca 1d 1.476 -12.9% -26.6% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-04-22 00:00:00 SELL $496.98 52 $92,262.03 $25.84 132 $82,262.03 $-373,003.37
2022-04-28 00:00:00 SELL $201.26 1 $1,783,280.78 $0.20 11 $1,773,280.78 $-4,338,601.97
2022-04-29 00:00:00 BUY $451.87 13 $183,148.91 $5.87 200 $173,148.91 $-575,685.54
2022-05-02 00:00:00 SELL $184.32 83 $114,545.76 $15.30 47 $104,545.76 $-444,800.75
2022-05-08 00:00:00 SELL $357.48 76 $301,159.13 $27.17 411 $291,159.13 $-922,909.73
2022-05-24 00:00:00 SELL $419.40 1 $96,763.14 $0.42 0 $86,763.14 $0.00
2022-06-10 00:00:00 SELL $175.05 201 $124,244.19 $35.18 0 $114,244.19 $0.00
2022-09-06 00:00:00 SELL $54.81 248 $1,152,950.09 $13.59 119 $1,142,950.09 $-8,558,808.38
2022-10-23 00:00:00 SELL $495.95 29 $990,308.55 $14.38 19 $980,308.55 $-7,788,545.90
2022-12-07 00:00:00 BUY $66.79 2,201 $610,158.51 $147.01 2,837 $600,158.51 $-7,844,863.28
2023-02-27 00:00:00 SELL $400.17 45 $756,565.95 $18.01 2 $746,565.95 $-1,883,755.52
2023-05-23 00:00:00 BUY $270.33 538 $584,155.16 $145.44 672 $574,155.16 $-1,740,472.96
2023-06-17 00:00:00 BUY $111.92 21 $18,174.71 $2.35 77 $8,174.71 $-33,937.42
2023-06-23 00:00:00 BUY $241.79 66 $204,131.26 $15.96 111 $194,131.26 $-589,168.95
2023-06-28 00:00:00 SELL $229.59 284 $1,738,658.14 $65.20 127 $1,728,658.14 $-4,311,657.87
2023-07-09 00:00:00 SELL $60.33 2,182 $619,173.71 $131.63 1,690 $609,173.71 $-7,696,017.93
2023-07-10 00:00:00 SELL $215.76 35 $114,072.14 $7.55 1 $104,072.14 $-438,388.97
2023-07-25 00:00:00 SELL $434.62 27 $212,529.66 $11.73 54 $202,529.66 $-587,303.31
2023-07-26 00:00:00 SELL $234.99 13 $110,552.30 $3.05 0 $100,552.30 $0.00
2023-08-05 00:00:00 BUY $279.02 3 $8,930.31 $0.84 3 $-1,069.69 $-762.87
2023-08-09 00:00:00 SELL $169.21 8 $17,060.82 $1.35 89 $7,060.82 $-12,026.55
2023-08-12 00:00:00 SELL $335.61 6 $8,180.98 $2.01 7 $-1,819.02 $-3,951.44
2023-10-05 00:00:00 BUY $397.68 381 $765,767.33 $151.52 391 $755,767.33 $-2,155,769.43
2023-10-16 00:00:00 BUY $94.59 792 $486,895.96 $74.92 892 $476,895.96 $-1,280,124.57
2023-11-07 00:00:00 SELL $94.42 3 $591,297.21 $0.28 1 $581,297.21 $-1,206,129.12
2023-11-29 00:00:00 SELL $244.62 16 $99,776.13 $3.91 33 $89,776.13 $-513,747.73
2023-12-10 00:00:00 SELL $416.52 2 $9,762.51 $0.83 1 $-237.49 $-2,020.46
2024-02-11 00:00:00 SELL $159.72 1 $9,705.45 $0.16 0 $-294.55 $0.00
2024-05-07 00:00:00 BUY $285.53 892 $1,752,666.20 $254.69 892 $1,742,666.20 $-4,823,795.19
2024-06-14 00:00:00 SELL $359.42 271 $430,435.44 $97.40 612 $420,435.44 $-986,256.03
2024-06-20 00:00:00 BUY $380.89 374 $448,932.12 $142.45 374 $438,932.12 $-1,063,769.82
2024-06-26 00:00:00 SELL $394.47 4 $1,205,394.67 $1.58 0 $1,195,394.67 $0.00
2024-06-27 00:00:00 SELL $135.45 1,466 $1,736,460.72 $198.57 96 $1,726,460.72 $-3,510,385.91
2024-09-02 00:00:00 BUY $102.20 179 $122,151.56 $18.29 440 $112,151.56 $-547,510.95
2024-09-10 00:00:00 SELL $269.04 20 $221,833.42 $5.38 19 $211,833.42 $-605,660.98
2024-09-24 00:00:00 SELL $289.68 42 $641,057.84 $12.17 703 $631,057.84 $-2,465,573.36
2024-10-12 00:00:00 SELL $354.23 432 $379,489.55 $153.03 122 $369,489.55 $-831,419.74
2024-12-13 00:00:00 SELL $79.60 661 $1,134,306.00 $52.62 400 $1,124,306.00 $-8,337,445.88
2024-12-14 00:00:00 SELL $148.90 8 $216,380.87 $1.19 40 $206,380.87 $-604,816.93
2025-01-05 00:00:00 SELL $128.32 108 $359,751.04 $13.86 246 $349,751.04 $-952,618.66
2025-01-07 00:00:00 BUY $304.21 200 $1,899,996.17 $60.84 226 $1,889,996.17 $-5,264,426.76
2025-02-10 00:00:00 SELL $241.68 37 $238,365.09 $8.94 14 $228,365.09 $-670,787.98
2025-03-02 00:00:00 SELL $348.50 99 $113,286.16 $34.50 44 $103,286.16 $-216,718.64
2025-03-24 00:00:00 SELL $193.55 2 $72,825.11 $0.39 1 $62,825.11 $-130,933.81
2025-04-01 00:00:00 BUY $143.09 173 $71,984.55 $24.75 173 $61,984.55 $-382,235.41
2025-04-27 00:00:00 SELL $156.62 1 $419,685.84 $0.16 2 $409,685.84 $-874,322.31
2025-05-19 00:00:00 SELL $80.79 62 $78,061.80 $5.01 105 $68,061.80 $-184,769.22
2025-05-25 00:00:00 SELL $421.94 48 $1,316,146.81 $20.25 68 $1,306,146.81 $-6,881,966.52
2025-06-29 00:00:00 SELL $327.84 17 $1,744,225.81 $5.57 110 $1,734,225.81 $-4,304,753.65
2025-07-23 00:00:00 SELL $387.38 2 $12,532.80 $0.77 2 $2,532.80 $-12,137.88
SUMMARY (341 total orders) $12,532.80 $19198.90 - $42.67% -

LEAN_HOGS

Best: Neural Networks Recurrent Neural ⏰ 1d
PSR
0.906
Sharpe Ratio
1.579
Total Orders
329
Net Profit
28.30%
Average Win
28.06%
Average Loss
-7.58%
Annual Return
28.30%
Max Drawdown
-18.67%
Win Rate
0.5%
Profit/Loss Ratio
5.10
Alpha
-0.043
Beta
0.792
Sortino Ratio
0.805
Total Fees
$3,482.63
Strategy Capacity
$1,385,336
Portfolio Turnover
0.81%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Neural Networks Recurrent Neural 1d 2.487 40.0% -18.5% 0.5% 🏆 BEST
2 Decision Tree 3 1d 2.116 78.8% -11.5% 0.5%
3 Inside Day 1d 2.113 11.7% -27.1% 0.3%
4 Ais Micro Test Diversity Gap 1d 2.043 -10.3% -10.6% 0.6%
5 Multi Layer Ema 1d 2.023 56.7% -7.8% 0.4%
6 Decision Tree 2 1d 2.020 60.5% -7.1% 0.3%
7 Macd 1d 1.867 3.1% -17.9% 0.6%
8 Linear Regression Pca 1d 1.723 -13.2% -25.7% 0.3%
9 Pullback 1d 1.707 1.1% -26.2% 0.6%
10 Donchian Channels Breakout 1d 1.576 76.2% -18.3% 0.5%
11 Donchian Boyt 1d 1.529 44.2% -29.4% 0.4%
12 Crude Oil 1d 1.495 62.0% -12.9% 0.6%
13 Counter Punsh 1d 1.493 46.8% -25.6% 0.6%
14 Trend Risk Protection 1d 1.486 5.7% -9.6% 0.7%
15 Russell Rebalancing Strategy 1d 1.359 75.7% -15.0% 0.7%
16 Weekly Breakout 1d 1.357 -5.2% -10.3% 0.6%
17 Larry Williams 1d 1.258 -18.0% -10.6% 0.3%
18 Mfi 1d 1.245 34.2% -9.3% 0.5%
19 Stable Mean Revert 1d 1.202 53.7% -12.6% 0.4%
20 Machine Learning Rsi 1d 1.197 64.7% -17.8% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-12-20 00:00:00 BUY $378.74 14 $13,584.74 $5.30 15 $3,584.74 $-85,510.40
2022-02-18 00:00:00 BUY $88.47 6 $6,385.82 $0.53 11 $-3,614.18 $-10,997.59
2022-02-20 00:00:00 BUY $371.33 1 $8,639.87 $0.37 4 $-1,360.13 $-4,874.70
2022-03-01 00:00:00 SELL $193.20 12 $21,732.47 $2.32 5 $11,732.47 $-78,093.69
2022-03-07 00:00:00 SELL $357.59 1 $11,946.51 $0.36 1 $1,946.51 $-47,211.17
2022-04-23 00:00:00 SELL $146.25 13 $20,615.13 $1.90 3 $10,615.13 $-85,618.46
2022-04-25 00:00:00 BUY $444.22 8 $22,293.24 $3.55 13 $12,293.24 $-50,512.46
2022-05-08 00:00:00 SELL $268.73 8 $62,497.08 $2.15 29 $52,497.08 $-313,472.57
2022-05-17 00:00:00 BUY $79.55 11 $13,405.09 $0.88 34 $3,405.09 $-244,154.36
2022-06-13 00:00:00 SELL $170.19 13 $38,447.98 $2.21 16 $28,447.98 $-296,034.56
2022-07-19 00:00:00 BUY $395.17 14 $17,188.28 $5.53 14 $7,188.28 $-229,347.29
2022-07-24 00:00:00 SELL $147.13 1 $31,697.92 $0.15 19 $21,697.92 $-291,250.20
2022-08-02 00:00:00 BUY $398.07 4 $7,148.56 $1.59 11 $-2,851.44 $36.40
2022-09-22 00:00:00 SELL $344.41 8 $42,187.72 $2.76 6 $32,187.72 $-296,691.10
2022-09-27 00:00:00 SELL $280.64 24 $18,376.44 $6.74 5 $8,376.44 $-97,025.74
2022-10-19 00:00:00 SELL $416.47 1 $8,760.04 $0.42 0 $-1,239.96 $0.00
2022-11-18 00:00:00 BUY $178.41 3 $4,192.79 $0.54 27 $-5,807.21 $-25,523.21
2023-01-10 00:00:00 SELL $396.76 2 $23,473.01 $0.79 0 $13,473.01 $0.00
2023-01-15 00:00:00 BUY $138.22 14 $11,647.71 $1.94 29 $1,647.71 $-92,485.45
2023-04-09 00:00:00 BUY $151.85 15 $10,053.25 $2.28 15 $53.25 $-45,291.04
2023-04-30 00:00:00 SELL $329.53 1 $20,955.90 $0.33 0 $10,955.90 $0.00
2023-05-18 00:00:00 SELL $241.94 6 $23,463.82 $1.45 12 $13,463.82 $-217,094.40
2023-05-25 00:00:00 BUY $74.70 47 $8,376.16 $3.51 47 $-1,623.84 $-49,265.39
2023-05-28 00:00:00 SELL $286.39 12 $20,697.91 $3.44 22 $10,697.91 $-154,347.75
2023-07-24 00:00:00 SELL $390.86 22 $24,446.98 $8.60 61 $14,446.98 $-228,739.59
2023-07-27 00:00:00 SELL $166.28 27 $21,179.57 $4.49 5 $11,179.57 $-152,109.66
2023-08-24 00:00:00 BUY $274.58 8 $8,207.26 $2.20 13 $-1,792.74 $-40,042.16
2023-09-08 00:00:00 SELL $193.87 11 $19,229.40 $2.13 19 $9,229.40 $-200,536.40
2023-09-22 00:00:00 SELL $359.82 19 $25,850.57 $6.84 5 $15,850.57 $-54,488.21
2023-11-05 00:00:00 BUY $311.60 8 $18,051.64 $2.49 15 $8,051.64 $-121,146.77
2024-02-06 00:00:00 SELL $417.68 1 $28,450.60 $0.42 0 $18,450.60 $0.00
2024-04-03 00:00:00 SELL $220.14 1 $16,226.97 $0.22 1 $6,226.97 $-107,651.76
2024-04-09 00:00:00 SELL $121.94 1 $38,872.62 $0.12 1 $28,872.62 $-295,655.57
2024-05-15 00:00:00 SELL $95.56 3 $128,712.36 $0.29 3 $118,712.36 $-397,945.62
2024-06-09 00:00:00 BUY $126.43 22 $21,798.94 $2.78 32 $11,798.94 $-156,602.62
2024-06-20 00:00:00 BUY $201.42 20 $40,283.83 $4.03 20 $30,283.83 $-294,729.09
2024-06-22 00:00:00 BUY $251.60 25 $18,448.05 $6.29 25 $8,448.05 $-134,308.69
2024-07-27 00:00:00 SELL $197.27 42 $106,368.17 $8.29 25 $96,368.17 $-424,882.99
2024-09-21 00:00:00 BUY $206.31 11 $6,404.17 $2.27 20 $-3,595.83 $-30,806.71
2024-11-08 00:00:00 BUY $369.81 2 $11,589.28 $0.74 2 $1,589.28 $-46,089.53
2024-12-11 00:00:00 SELL $98.88 25 $22,726.24 $2.47 0 $12,726.24 $0.00
2025-01-14 00:00:00 SELL $450.95 3 $9,262.87 $1.35 3 $-737.13 $-4,581.77
2025-01-16 00:00:00 SELL $231.33 47 $67,294.72 $10.87 132 $57,294.72 $-367,696.94
2025-01-20 00:00:00 SELL $493.28 1 $20,316.99 $0.49 0 $10,316.99 $0.00
2025-01-23 00:00:00 BUY $193.81 13 $37,875.00 $2.52 14 $27,875.00 $-275,505.73
2025-02-09 00:00:00 BUY $294.79 3 $6,720.70 $0.88 16 $-3,279.30 $-29,331.89
2025-03-05 00:00:00 SELL $89.49 2 $8,842.57 $0.18 2 $-1,157.43 $-8,571.12
2025-04-25 00:00:00 SELL $370.23 5 $28,320.92 $1.85 2 $18,320.92 $-191,573.06
2025-04-30 00:00:00 BUY $332.03 3 $8,663.77 $1.00 4 $-1,336.23 $-6,425.88
2025-05-18 00:00:00 BUY $395.13 7 $16,544.15 $2.77 19 $6,544.15 $-120,806.10
SUMMARY (306 total orders) $16,544.15 $965.76 - $28.30% -

ROUGH_RICE

Best: Inside Day ⏰ 1d
PSR
0.437
Sharpe Ratio
0.689
Total Orders
54
Net Profit
38.71%
Average Win
18.34%
Average Loss
-2.21%
Annual Return
38.71%
Max Drawdown
-7.22%
Win Rate
0.4%
Profit/Loss Ratio
6.85
Alpha
-0.040
Beta
1.162
Sortino Ratio
1.508
Total Fees
$2,307.73
Strategy Capacity
$4,557,640
Portfolio Turnover
2.34%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Inside Day 1d 2.454 -2.7% -24.6% 0.3% 🏆 BEST
2 Linear Regression Pca 1d 2.433 48.0% -29.1% 0.6%
3 Decision Tree 3 1d 2.419 11.4% -17.2% 0.3%
4 Donchian Boyt 1d 2.378 14.3% -7.3% 0.4%
5 Lazy Trend Follower 1d 2.373 -7.2% -28.5% 0.3%
6 Larry Williams 1d 2.344 27.6% -22.3% 0.6%
7 Ais Micro Test Diversity Gap 1d 2.309 64.3% -8.3% 0.6%
8 Mfi 1d 2.302 39.6% -28.1% 0.3%
9 Ride The Aggression 1d 2.170 -4.8% -25.7% 0.5%
10 Wheel Strategy 1d 2.158 19.2% -29.5% 0.3%
11 Long Short Term Memory Neural Network 1d 2.061 74.2% -19.2% 0.4%
12 Machine Learning Rsi 1d 1.906 50.9% -21.3% 0.3%
13 Bullish Engulfing 1d 1.780 10.2% -20.9% 0.4%
14 Svm Rnn 1d 1.754 30.3% -26.9% 0.5%
15 Trend Risk Protection 1d 1.713 43.7% -28.6% 0.6%
16 Buyandhold 1d 1.686 34.4% -15.7% 0.6%
17 Face The Train 1d 1.651 41.9% -24.5% 0.5%
18 Crude Oil 1d 1.649 -19.7% -17.9% 0.4%
19 Improved Index Trend 1d 1.632 50.2% -8.7% 0.6%
20 Support Vector Machines 1d 1.630 24.9% -5.5% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2006-06-19 00:00:00 BUY $444.71 5 $7,607.60 $2.22 5 $-2,392.40 $-23,249.55
2006-07-27 00:00:00 BUY $499.33 4 $8,871.47 $2.00 4 $-1,128.53 $-21,478.46
2006-08-12 00:00:00 SELL $51.49 5 $14,789.55 $0.26 1 $4,789.55 $-8,587.98
2007-05-22 00:00:00 SELL $151.92 1 $13,501.90 $0.15 0 $3,501.90 $0.00
2008-05-07 00:00:00 SELL $492.74 1 $15,281.79 $0.49 0 $5,281.79 $0.00
2008-08-09 00:00:00 SELL $282.19 12 $10,870.79 $3.39 0 $870.79 $0.00
2009-02-25 00:00:00 SELL $311.87 1 $9,625.02 $0.31 0 $-374.98 $0.00
2010-03-14 00:00:00 SELL $268.13 1 $12,355.16 $0.27 2 $2,355.16 $-3,303.06
2010-05-20 00:00:00 SELL $204.95 10 $12,202.35 $2.05 2 $2,202.35 $-2,598.13
2010-08-01 00:00:00 SELL $308.53 1 $12,801.07 $0.31 0 $2,801.07 $0.00
2011-03-24 00:00:00 SELL $129.43 1 $9,461.36 $0.13 0 $-538.64 $0.00
2012-04-27 00:00:00 SELL $452.72 7 $12,378.55 $3.17 0 $2,378.55 $0.00
2012-08-24 00:00:00 BUY $483.97 4 $7,475.23 $1.94 13 $-2,524.77 $-9,890.45
2013-03-12 00:00:00 BUY $55.35 42 $7,996.21 $2.32 54 $-2,003.79 $-3,325.92
2013-05-16 00:00:00 BUY $348.78 4 $5,115.71 $1.40 19 $-4,884.29 $-12,453.08
2013-09-16 00:00:00 BUY $158.67 1 $13,035.94 $0.16 3 $3,035.94 $-11,063.08
2013-10-29 00:00:00 BUY $292.68 1 $9,332.05 $0.29 1 $-667.95 $-27,403.97
2014-01-11 00:00:00 BUY $161.15 7 $8,942.59 $1.13 7 $-1,057.41 $-19,347.03
2014-06-27 00:00:00 SELL $305.81 2 $9,482.48 $0.61 2 $-517.52 $-24,861.48
2014-08-21 00:00:00 SELL $212.10 1 $9,694.37 $0.21 1 $-305.63 $-25,261.00
2015-08-14 00:00:00 BUY $256.18 1 $11,945.91 $0.26 3 $1,945.91 $-2,239.49
2016-10-18 00:00:00 BUY $143.78 4 $11,842.91 $0.58 4 $1,842.91 $-2,689.07
2017-02-01 00:00:00 SELL $126.67 37 $12,678.13 $4.69 17 $2,678.13 $-6,486.16
2017-03-23 00:00:00 SELL $168.74 11 $14,532.37 $1.86 6 $4,532.37 $-7,627.06
2017-09-06 00:00:00 SELL $249.90 2 $13,194.77 $0.50 2 $3,194.77 $-11,039.28
2018-08-22 00:00:00 BUY $185.12 12 $10,154.90 $2.22 12 $154.90 $1,434.84
2018-12-21 00:00:00 BUY $430.29 2 $9,413.03 $0.86 9 $-586.97 $-11,448.84
2019-02-13 00:00:00 BUY $57.87 24 $8,071.02 $1.39 24 $-1,928.98 $-26,600.39
2019-03-08 00:00:00 SELL $139.15 1 $9,833.38 $0.14 0 $-166.62 $0.00
2019-05-22 00:00:00 SELL $244.62 1 $12,087.29 $0.24 3 $2,087.29 $-3,105.46
2019-10-24 00:00:00 SELL $216.05 2 $13,750.04 $0.43 0 $3,750.04 $0.00
2020-08-13 00:00:00 SELL $408.13 3 $8,830.76 $1.22 2 $-1,169.24 $-26,880.40
2021-01-10 00:00:00 SELL $105.50 3 $12,695.46 $0.32 4 $2,695.46 $-11,117.09
2021-03-27 00:00:00 BUY $399.50 1 $13,350.14 $0.40 1 $3,350.14 $-11,298.25
2021-11-01 00:00:00 SELL $282.71 1 $13,318.36 $0.28 2 $3,318.36 $-11,132.34
2022-02-09 00:00:00 SELL $483.19 1 $9,313.47 $0.48 1 $-686.53 $-27,213.46
2022-04-05 00:00:00 BUY $154.52 7 $11,718.37 $1.08 7 $1,718.37 $-2,757.71
2022-10-04 00:00:00 BUY $481.02 2 $6,512.23 $0.96 15 $-3,487.77 $-10,902.64
2022-11-11 00:00:00 BUY $414.23 7 $12,379.28 $2.90 7 $2,379.28 $-5,739.86
2023-04-02 00:00:00 BUY $278.76 5 $10,323.20 $1.39 12 $323.20 $-1,575.89
2023-05-10 00:00:00 SELL $261.11 19 $10,071.75 $4.96 0 $71.75 $0.00
2023-07-05 00:00:00 SELL $420.28 1 $9,362.45 $0.42 6 $-637.55 $-19,081.44
2023-08-22 00:00:00 BUY $460.60 7 $10,274.47 $3.22 7 $274.47 $-8,873.05
2024-02-28 00:00:00 BUY $112.37 7 $9,212.65 $0.79 7 $-787.35 $786.56
2024-07-07 00:00:00 SELL $157.73 3 $12,418.62 $0.47 0 $2,418.62 $0.00
2024-08-18 00:00:00 BUY $312.11 6 $7,487.91 $1.87 12 $-2,512.09 $-17,857.80
2024-09-03 00:00:00 SELL $137.83 1 $12,492.84 $0.14 1 $2,492.84 $-3,701.50
SUMMARY (47 total orders) $12,492.84 $56.88 - $38.71% -

CANOLA

Best: Macd ⏰ 1d
PSR
0.625
Sharpe Ratio
2.032
Total Orders
448
Net Profit
36.54%
Average Win
33.95%
Average Loss
-5.68%
Annual Return
36.54%
Max Drawdown
-22.76%
Win Rate
0.3%
Profit/Loss Ratio
4.68
Alpha
0.048
Beta
1.421
Sortino Ratio
1.739
Total Fees
$3,160.31
Strategy Capacity
$2,863,740
Portfolio Turnover
0.90%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Macd 1d 2.387 5.1% -21.7% 0.3% 🏆 BEST
2 Support Vector Machines 1d 2.215 33.6% -8.3% 0.6%
3 Bitcoin 1d 2.214 -16.0% -9.0% 0.6%
4 Wheel Strategy 1d 2.214 76.1% -24.0% 0.5%
5 Crude Oil 1d 2.199 26.2% -18.4% 0.6%
6 Stable Mean Revert 1d 2.162 -5.3% -25.1% 0.4%
7 Neural Networks Recurrent Neural 1d 1.773 43.7% -26.8% 0.3%
8 Bullish Engulfing 1d 1.736 67.7% -7.6% 0.6%
9 Rnn Linear Regression 1d 1.721 40.2% -15.8% 0.4%
10 Rsi 1d 1.692 -3.8% -5.1% 0.5%
11 Donchian Boyt 1d 1.631 74.0% -27.7% 0.5%
12 Decision Tree 3 1d 1.570 35.6% -29.9% 0.5%
13 Long Short Term Memory Neural Network 1d 1.531 -14.4% -18.0% 0.3%
14 Turtle Trading 1d 1.501 36.8% -18.6% 0.4%
15 Multi Layer Ema 1d 1.460 12.9% -20.1% 0.4%
16 Bollinger Bands 1d 1.458 27.4% -20.1% 0.5%
17 Russell Rebalancing Strategy 1d 1.397 69.6% -12.2% 0.3%
18 Improved Index Trend 1d 1.344 65.9% -13.7% 0.5%
19 Buyandhold 1d 1.310 43.3% -18.7% 0.5%
20 Decision Tree 1d 1.250 39.8% -23.4% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-06-18 00:00:00 BUY $65.73 18,080 $3,134,810.35 $1188.48 18,749 $3,124,810.35 $-4,538,214.50
2023-06-21 00:00:00 BUY $224.44 153 $680,039.28 $34.34 157 $670,039.28 $-3,566,188.11
2023-06-22 00:00:00 BUY $498.72 60 $276,614.98 $29.92 60 $266,614.98 $-1,537,856.30
2023-07-06 00:00:00 BUY $274.78 6,357 $6,309,851.86 $1746.80 12,864 $6,299,851.86 $-6,002,032.12
2023-07-07 00:00:00 BUY $182.94 344 $616,374.79 $62.93 356 $606,374.79 $-1,775,652.59
2023-07-30 00:00:00 SELL $441.30 6 $240,655.52 $2.65 7 $230,655.52 $-564,309.28
2023-08-07 00:00:00 SELL $110.01 4 $120,733.83 $0.44 3 $110,733.83 $-244,166.82
2023-09-01 00:00:00 SELL $182.20 8 $12,114.46 $1.46 6 $2,114.46 $-14,678.99
2023-09-01 00:00:00 SELL $115.00 22 $38,443.58 $2.53 1 $28,443.58 $-76,987.25
2023-09-24 00:00:00 SELL $295.42 2 $8,873.66 $0.59 4 $-1,126.34 $-5,815.62
2023-09-24 00:00:00 SELL $193.66 16 $82,045.30 $3.10 11 $72,045.30 $-181,539.61
2023-10-12 00:00:00 BUY $80.22 200 $53,060.95 $16.04 272 $43,060.95 $-176,486.54
2023-10-16 00:00:00 SELL $245.46 235 $374,810.16 $57.68 102 $364,810.16 $-1,659,723.86
2023-10-28 00:00:00 SELL $182.12 149 $209,344.33 $27.14 165 $199,344.33 $-537,348.36
2023-12-20 00:00:00 SELL $398.23 1 $64,353.01 $0.40 88 $54,353.01 $-148,625.24
2023-12-25 00:00:00 SELL $358.00 129 $536,225.20 $46.18 78 $526,225.20 $-2,817,203.28
2023-12-28 00:00:00 SELL $80.83 5 $690,625.02 $0.40 212 $680,625.02 $-3,682,788.40
2024-01-27 00:00:00 BUY $391.12 5 $66,661.30 $1.96 164 $56,661.30 $-242,484.89
2024-01-30 00:00:00 SELL $160.68 19 $712,488.62 $3.05 109 $702,488.62 $-3,634,859.12
2024-02-11 00:00:00 SELL $391.37 1 $9,620.50 $0.39 2 $-379.50 $-4,878.84
2024-03-14 00:00:00 BUY $335.44 4 $8,727.65 $1.34 7 $-1,272.35 $-8,511.71
2024-03-21 00:00:00 SELL $57.38 24 $78,949.82 $1.38 27 $68,949.82 $-182,120.69
2024-04-14 00:00:00 SELL $389.24 47 $810,072.88 $18.29 14 $800,072.88 $-3,383,445.70
2024-04-24 00:00:00 SELL $288.32 1 $241,277.67 $0.29 1 $231,277.67 $-567,110.08
2024-04-28 00:00:00 BUY $124.51 14 $53,475.45 $1.74 25 $43,475.45 $-141,696.66
2024-04-29 00:00:00 SELL $442.03 134 $272,063.84 $59.23 171 $262,063.84 $-1,242,762.08
2024-05-06 00:00:00 BUY $452.87 9 $33,810.52 $4.08 32 $23,810.52 $-58,534.47
2024-05-06 00:00:00 BUY $105.01 4,620 $1,449,283.54 $485.14 6,057 $1,439,283.54 $-4,109,079.86
2024-05-09 00:00:00 SELL $81.34 12 $11,044.32 $0.98 7 $1,044.32 $-18,728.81
2024-06-01 00:00:00 SELL $429.08 488 $517,896.12 $209.39 274 $507,896.12 $-2,468,503.97
2024-07-30 00:00:00 SELL $434.37 76 $757,062.05 $33.01 251 $747,062.05 $-3,279,868.21
2024-08-04 00:00:00 SELL $192.71 68 $66,152.39 $13.10 204 $56,152.39 $-175,037.86
2024-09-23 00:00:00 SELL $377.11 45 $731,331.84 $16.97 80 $721,331.84 $-3,669,754.79
2024-10-11 00:00:00 BUY $328.77 2,996 $10,933,774.46 $985.01 2,999 $10,923,774.46 $-22,858,110.50
2024-10-30 00:00:00 SELL $413.14 20 $572,364.36 $8.26 42 $562,364.36 $-2,983,277.26
2024-11-12 00:00:00 BUY $333.80 3 $10,070.75 $1.00 3 $70.75 $-8,856.99
2024-12-06 00:00:00 SELL $94.77 21 $350,752.25 $1.99 202 $340,752.25 $-833,143.95
2024-12-15 00:00:00 BUY $325.00 172 $260,144.10 $55.90 172 $250,144.10 $-993,613.98
2024-12-26 00:00:00 SELL $247.63 6 $13,598.77 $1.49 0 $3,598.77 $0.00
2025-01-01 00:00:00 SELL $253.60 34 $127,836.08 $8.62 20 $117,836.08 $-220,836.40
2025-01-20 00:00:00 BUY $184.73 386 $193,199.06 $71.31 386 $183,199.06 $-662,057.64
2025-03-30 00:00:00 SELL $250.94 5 $253,376.93 $1.25 58 $243,376.93 $-718,808.52
2025-03-31 00:00:00 BUY $378.96 64 $182,235.37 $24.25 314 $172,235.37 $-424,150.15
2025-04-04 00:00:00 BUY $121.80 1,437 $592,657.75 $175.03 1,438 $582,657.75 $-3,524,775.63
2025-05-12 00:00:00 SELL $109.31 328 $323,294.03 $35.85 279 $313,294.03 $-821,791.11
2025-05-21 00:00:00 BUY $457.21 5,130 $8,058,402.73 $2345.46 6,507 $8,048,402.73 $-4,216,333.65
2025-06-01 00:00:00 SELL $114.01 22 $791,796.70 $2.51 61 $781,796.70 $-3,381,940.61
2025-06-11 00:00:00 SELL $418.52 1 $8,607.67 $0.42 0 $-1,392.33 $0.00
2025-06-19 00:00:00 SELL $347.32 13 $716,999.31 $4.52 96 $706,999.31 $-3,619,030.01
2025-06-27 00:00:00 SELL $326.87 2 $128,489.17 $0.65 18 $118,489.17 $-220,024.61
SUMMARY (433 total orders) $128,489.17 $80100.49 - $36.54% -

PALM_OIL

Best: Svm Rnn ⏰ 1d
PSR
0.870
Sharpe Ratio
1.738
Total Orders
220
Net Profit
34.88%
Average Win
21.79%
Average Loss
-3.38%
Annual Return
34.88%
Max Drawdown
-23.56%
Win Rate
0.5%
Profit/Loss Ratio
5.90
Alpha
-0.030
Beta
1.624
Sortino Ratio
0.831
Total Fees
$4,870.07
Strategy Capacity
$3,429,731
Portfolio Turnover
0.80%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Svm Rnn 1d 2.332 41.3% -12.3% 0.6% 🏆 BEST
2 Turtle Trading 1d 2.314 30.7% -9.6% 0.4%
3 Linear Regression Pca 1d 2.269 -12.4% -28.4% 0.4%
4 Pullback 1d 2.187 47.9% -13.4% 0.3%
5 Counter Punsh 1d 2.099 37.4% -15.3% 0.5%
6 Improved Index Trend 1d 2.079 56.6% -26.3% 0.7%
7 Markov 1d 2.060 -18.0% -28.2% 0.4%
8 Weekly Breakout 1d 2.058 69.5% -23.0% 0.5%
9 Rnn Linear Regression 1d 2.050 60.6% -9.9% 0.3%
10 Decision Tree 2 1d 1.993 4.6% -29.2% 0.5%
11 Linear Regression 1d 1.984 -15.1% -19.4% 0.3%
12 Donchian Channels Breakout 1d 1.932 2.3% -9.8% 0.7%
13 Rsi 1d 1.780 44.4% -15.8% 0.7%
14 Adx 1d 1.702 -6.5% -11.2% 0.5%
15 Decision Tree 3 1d 1.614 -10.3% -12.9% 0.6%
16 Trend Risk Protection 1d 1.608 20.5% -14.2% 0.6%
17 Long Short Term Memory Neural Network 1d 1.519 -13.0% -8.4% 0.7%
18 Donchian Boyt 1d 1.443 56.6% -12.0% 0.6%
19 Mfi 1d 1.423 19.8% -29.4% 0.3%
20 Stan Weinstein 1d 1.364 25.8% -26.9% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-01-18 00:00:00 SELL $325.11 11 $11,669.23 $3.58 2 $1,669.23 $-72,482.31
2022-01-29 00:00:00 SELL $411.69 2 $10,994.50 $0.82 2 $994.50 $-91,272.39
2022-03-02 00:00:00 SELL $480.64 70 $45,426.01 $33.64 2 $35,426.01 $-154,307.33
2022-04-02 00:00:00 BUY $419.27 5 $6,151.48 $2.10 25 $-3,848.52 $-5,542.92
2022-07-01 00:00:00 BUY $369.47 6 $11,188.92 $2.22 8 $1,188.92 $-41,648.47
2022-07-24 00:00:00 BUY $122.31 108 $34,419.11 $13.21 116 $24,419.11 $-160,972.67
2022-09-04 00:00:00 SELL $129.86 16 $28,720.94 $2.08 0 $18,720.94 $0.00
2022-11-04 00:00:00 BUY $420.63 3 $5,449.85 $1.26 76 $-4,550.15 $-77,532.68
2022-11-18 00:00:00 SELL $259.31 31 $33,444.21 $8.04 154 $23,444.21 $-164,696.83
2023-01-08 00:00:00 BUY $478.81 1 $10,734.06 $0.48 1 $734.06 $-9,500.74
2023-01-17 00:00:00 SELL $465.86 2 $13,071.20 $0.93 0 $3,071.20 $0.00
2023-01-18 00:00:00 BUY $321.41 2 $4,806.39 $0.64 78 $-5,193.61 $-85,692.01
2023-02-11 00:00:00 SELL $307.09 33 $23,201.71 $10.13 24 $13,201.71 $-104,034.82
2023-05-11 00:00:00 BUY $467.56 3 $10,709.98 $1.40 4 $709.98 $-6,706.65
2023-05-22 00:00:00 SELL $418.92 1 $13,906.13 $0.42 1 $3,906.13 $-87,357.17
2023-06-22 00:00:00 SELL $427.28 7 $10,405.11 $2.99 6 $405.11 $-32,821.59
2023-06-28 00:00:00 BUY $127.02 4 $9,606.13 $0.51 4 $-393.87 $-31,222.63
2023-07-09 00:00:00 BUY $398.66 2 $11,462.75 $0.80 2 $1,462.75 $-102,563.56
2023-07-11 00:00:00 BUY $375.14 7 $11,627.09 $2.63 7 $1,627.09 $-38,572.72
2023-07-30 00:00:00 BUY $403.62 1 $28,316.92 $0.40 1 $18,316.92 $-120,815.66
2023-09-02 00:00:00 BUY $287.57 6 $10,886.67 $1.73 15 $886.67 $-76,765.94
2023-09-28 00:00:00 SELL $185.02 1 $30,938.18 $0.19 1 $20,938.18 $-116,334.42
2023-10-08 00:00:00 SELL $375.07 8 $13,893.86 $3.00 1 $3,893.86 $-56,300.92
2023-10-22 00:00:00 BUY $296.04 98 $112,095.97 $29.01 192 $102,095.97 $-189,983.05
2023-11-19 00:00:00 SELL $136.38 36 $64,384.26 $4.91 41 $54,384.26 $-199,039.51
2023-11-24 00:00:00 BUY $75.11 320 $77,717.75 $24.04 320 $67,717.75 $-198,751.39
2024-01-28 00:00:00 BUY $73.88 4 $11,615.99 $0.30 4 $1,615.99 $-35,089.74
2024-02-24 00:00:00 BUY $467.33 7 $11,815.16 $3.27 72 $1,815.16 $-118,349.67
2024-03-05 00:00:00 BUY $445.51 8 $10,896.33 $3.56 9 $896.33 $-49,102.28
2024-03-12 00:00:00 SELL $293.99 21 $42,076.76 $6.17 24 $32,076.76 $-168,105.25
2024-04-05 00:00:00 BUY $476.92 5 $11,519.17 $2.38 6 $1,519.17 $-84,914.59
2024-04-17 00:00:00 SELL $66.44 1 $11,419.77 $0.07 0 $1,419.77 $0.00
2024-05-06 00:00:00 BUY $390.76 6 $10,724.30 $2.34 6 $724.30 $-3,015.49
2024-05-11 00:00:00 SELL $265.20 27 $28,685.07 $7.16 11 $18,685.07 $-113,602.21
2024-05-14 00:00:00 BUY $328.42 3 $9,216.72 $0.99 4 $-783.28 $-28,005.50
2024-05-23 00:00:00 BUY $136.36 71 $24,728.20 $9.68 187 $14,728.20 $-162,872.07
2024-05-25 00:00:00 SELL $63.83 2 $11,536.06 $0.13 0 $1,536.06 $0.00
2024-06-23 00:00:00 BUY $345.14 38 $32,654.56 $13.12 39 $22,654.56 $-141,808.01
2024-06-29 00:00:00 BUY $302.00 28 $20,165.78 $8.46 28 $10,165.78 $-120,657.21
2024-10-21 00:00:00 SELL $344.09 3 $21,531.76 $1.03 38 $11,531.76 $-103,443.94
2024-11-09 00:00:00 BUY $282.77 10 $8,705.54 $2.83 10 $-1,294.46 $-64,668.44
2024-11-09 00:00:00 BUY $242.89 3 $13,307.00 $0.73 3 $3,307.00 $-86,318.75
2024-11-19 00:00:00 BUY $358.34 9 $8,713.58 $3.23 15 $-1,286.42 $-31,370.04
2024-11-29 00:00:00 BUY $119.71 1 $13,321.63 $0.12 8 $3,321.63 $-18,795.71
2024-12-12 00:00:00 SELL $77.76 10 $9,166.63 $0.78 9 $-833.37 $-25,881.63
2024-12-18 00:00:00 BUY $164.82 38 $15,089.72 $6.26 65 $5,089.72 $-135,020.82
2025-03-22 00:00:00 BUY $234.07 32 $21,045.68 $7.49 32 $11,045.68 $-114,132.76
2025-05-10 00:00:00 SELL $409.47 12 $13,929.63 $4.91 2 $3,929.63 $-39,151.27
2025-06-24 00:00:00 SELL $101.88 1 $28,203.44 $0.10 1 $18,203.44 $-129,011.26
2025-07-23 00:00:00 SELL $67.17 6 $4,665.53 $0.40 25 $-5,334.47 $-98,999.93
SUMMARY (206 total orders) $4,665.53 $692.11 - $34.88% -

GASOLINE

Best: Adx ⏰ 1d
PSR
0.430
Sharpe Ratio
0.926
Total Orders
482
Net Profit
10.67%
Average Win
33.60%
Average Loss
-7.05%
Annual Return
10.67%
Max Drawdown
-21.55%
Win Rate
0.4%
Profit/Loss Ratio
5.72
Alpha
0.075
Beta
1.745
Sortino Ratio
1.645
Total Fees
$4,573.54
Strategy Capacity
$2,343,635
Portfolio Turnover
0.54%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Adx 1d 2.469 15.9% -20.5% 0.6% 🏆 BEST
2 Markov 1d 2.420 71.5% -15.4% 0.5%
3 Inside Day 1d 2.417 -8.9% -20.9% 0.7%
4 Macd 1d 2.384 -5.1% -21.4% 0.7%
5 Svm Rnn 1d 2.373 37.9% -19.4% 0.6%
6 Neural Networks Recurrent Neural 1d 2.372 48.3% -5.8% 0.5%
7 Donchian Channels Breakout 1d 2.315 -18.6% -20.6% 0.5%
8 Larry Williams 1d 2.299 75.3% -9.5% 0.3%
9 Russell Rebalancing Strategy 1d 2.264 28.5% -24.5% 0.6%
10 Bullish Engulfing 1d 2.239 50.5% -5.0% 0.7%
11 Wheel Strategy 1d 2.202 69.9% -19.1% 0.3%
12 Decision Tree 1d 2.188 32.0% -25.1% 0.7%
13 Mfi 1d 2.105 43.8% -8.2% 0.6%
14 Buyandhold 1d 2.087 30.1% -22.0% 0.6%
15 Ais Micro Test Diversity Gap 1d 1.980 55.0% -25.7% 0.4%
16 Decision Tree 3 1d 1.924 23.3% -26.2% 0.5%
17 Confident Trend 1d 1.922 24.1% -28.1% 0.4%
18 Trend Risk Protection 1d 1.644 -13.8% -27.0% 0.6%
19 Support Vector Machines 1d 1.569 30.0% -18.7% 0.6%
20 Bitcoin 1d 1.517 75.8% -26.1% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-06-11 00:00:00 SELL $434.75 3 $345,316.35 $1.30 62 $335,316.35 $-1,894,306.12
2023-06-16 00:00:00 SELL $60.50 91 $1,148,095.72 $5.51 380 $1,138,095.72 $-5,276,579.88
2023-07-05 00:00:00 BUY $349.24 56 $75,018.66 $19.56 57 $65,018.66 $-416,788.44
2023-07-25 00:00:00 BUY $208.52 13 $11,590.37 $2.71 13 $1,590.37 $-20,245.96
2023-09-15 00:00:00 BUY $367.84 311 $314,669.59 $114.40 320 $304,669.59 $-1,689,153.20
2023-09-27 00:00:00 SELL $346.99 81 $883,081.53 $28.11 1,107 $873,081.53 $-3,298,257.47
2023-09-27 00:00:00 BUY $156.80 1,224 $1,089,275.34 $191.92 1,364 $1,079,275.34 $-5,471,965.69
2023-10-08 00:00:00 SELL $470.47 5 $79,327.98 $2.35 4 $69,327.98 $-204,870.51
2023-11-06 00:00:00 SELL $362.99 494 $328,034.25 $179.32 153 $318,034.25 $-988,801.21
2023-11-07 00:00:00 SELL $116.26 32 $87,514.42 $3.72 7 $77,514.42 $-309,240.98
2023-11-27 00:00:00 SELL $105.75 522 $1,276,886.55 $55.20 3 $1,266,886.55 $-5,582,799.07
2024-01-02 00:00:00 SELL $182.66 2 $90,500.46 $0.37 138 $80,500.46 $-390,620.54
2024-01-07 00:00:00 BUY $280.70 28 $81,591.10 $7.86 28 $71,591.10 $-303,018.71
2024-01-11 00:00:00 SELL $235.76 11 $8,206.65 $2.59 6 $-1,793.35 $-14,089.23
2024-01-12 00:00:00 BUY $312.44 22 $80,748.44 $6.87 26 $70,748.44 $-234,554.43
2024-01-18 00:00:00 SELL $325.80 85 $90,931.71 $27.69 18 $80,931.71 $-474,870.95
2024-01-20 00:00:00 SELL $339.93 31 $80,860.45 $10.54 24 $70,860.45 $-167,015.10
2024-01-26 00:00:00 BUY $112.89 687 $645,005.12 $77.55 687 $635,005.12 $-2,549,058.17
2024-02-17 00:00:00 BUY $388.70 30 $76,101.11 $11.66 49 $66,101.11 $-437,206.18
2024-02-25 00:00:00 SELL $463.72 104 $1,115,401.20 $48.23 542 $1,105,401.20 $-5,048,236.91
2024-03-02 00:00:00 SELL $335.60 37 $71,289.02 $12.42 43 $61,289.02 $-214,351.06
2024-03-09 00:00:00 SELL $262.54 1 $433,018.86 $0.26 2 $423,018.86 $-1,657,984.00
2024-03-20 00:00:00 SELL $284.74 949 $721,195.14 $270.21 8 $711,195.14 $-2,624,333.39
2024-03-25 00:00:00 SELL $130.02 252 $510,231.39 $32.76 46 $500,231.39 $-2,166,046.25
2024-03-30 00:00:00 BUY $136.48 122 $90,518.96 $16.65 139 $80,518.96 $-379,822.62
2024-06-08 00:00:00 BUY $114.39 614 $261,425.87 $70.24 840 $251,425.87 $-1,875,876.64
2024-06-18 00:00:00 SELL $499.68 319 $1,176,487.25 $159.40 671 $1,166,487.25 $-4,682,514.32
2024-06-19 00:00:00 SELL $207.71 34 $514,385.61 $7.06 19 $504,385.61 $-2,170,978.63
2024-07-09 00:00:00 BUY $210.37 17 $9,626.51 $3.58 35 $-373.49 $-72,616.57
2024-07-23 00:00:00 SELL $420.56 86 $83,487.51 $36.17 13 $73,487.51 $-152,077.87
2024-08-30 00:00:00 BUY $184.53 7 $13,555.11 $1.29 7 $3,555.11 $-24,693.71
2024-09-07 00:00:00 SELL $135.51 48 $193,356.80 $6.50 15 $183,356.80 $-965,988.95
2024-09-12 00:00:00 SELL $308.64 13 $9,846.26 $4.01 0 $-153.74 $0.00
2024-10-04 00:00:00 SELL $124.48 36 $1,158,014.67 $4.48 7 $1,148,014.67 $-3,378,791.15
2024-10-07 00:00:00 SELL $65.44 229 $97,999.43 $14.99 10 $87,999.43 $-422,639.01
2024-10-08 00:00:00 SELL $93.49 23 $82,896.58 $2.15 3 $72,896.58 $-249,271.16
2024-10-08 00:00:00 SELL $85.70 3,476 $1,078,304.67 $297.89 1,472 $1,068,304.67 $-6,080,716.03
2024-11-03 00:00:00 SELL $97.47 23 $94,595.62 $2.24 1 $84,595.62 $-436,597.62
2024-11-08 00:00:00 SELL $201.10 219 $911,310.63 $44.04 173 $901,310.63 $-4,277,650.43
2025-01-07 00:00:00 SELL $460.08 32 $72,086.98 $14.72 65 $62,086.98 $-212,772.49
2025-01-10 00:00:00 SELL $112.68 2 $255,873.00 $0.23 0 $245,873.00 $0.00
2025-02-03 00:00:00 SELL $365.15 4 $37,944.01 $1.46 1 $27,944.01 $-89,132.06
2025-02-13 00:00:00 SELL $193.76 1,141 $867,313.92 $221.08 392 $857,313.92 $-4,236,486.58
2025-03-08 00:00:00 SELL $115.39 245 $1,067,222.85 $28.27 646 $1,057,222.85 $-5,225,029.14
2025-04-14 00:00:00 BUY $90.99 59 $12,967.72 $5.37 59 $2,967.72 $-78,760.41
2025-04-14 00:00:00 BUY $308.15 898 $1,017,247.41 $276.72 990 $1,007,247.41 $-4,436,015.32
2025-04-20 00:00:00 SELL $54.43 5 $822,792.16 $0.27 29 $812,792.16 $-2,834,034.73
2025-04-26 00:00:00 SELL $207.24 3 $16,066.59 $0.62 0 $6,066.59 $0.00
2025-06-05 00:00:00 SELL $448.82 113 $107,186.67 $50.72 17 $97,186.67 $-391,163.96
2025-06-20 00:00:00 BUY $415.73 4 $15,257.48 $1.66 4 $5,257.48 $-58,001.29
SUMMARY (441 total orders) $15,257.48 $13674.69 - $10.67% -

HEATING_OIL

Best: Decision Tree 2 ⏰ 1d
PSR
0.647
Sharpe Ratio
0.938
Total Orders
53
Net Profit
20.17%
Average Win
21.19%
Average Loss
-5.80%
Annual Return
20.17%
Max Drawdown
-19.26%
Win Rate
0.5%
Profit/Loss Ratio
6.08
Alpha
0.062
Beta
1.982
Sortino Ratio
1.430
Total Fees
$4,853.24
Strategy Capacity
$4,378,425
Portfolio Turnover
1.37%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 2 1d 2.500 26.8% -28.3% 0.7% 🏆 BEST
2 Ais Micro Test Diversity Gap 1d 2.465 28.0% -16.9% 0.3%
3 Mfi 1d 2.464 -5.3% -6.8% 0.4%
4 Adx 1d 2.331 -17.9% -10.4% 0.3%
5 Rnn Linear Regression 1d 2.205 -3.8% -20.5% 0.5%
6 Linear Regression 1d 2.194 -18.5% -14.4% 0.7%
7 Bollinger Bands 1d 2.141 73.0% -25.2% 0.5%
8 Markov 1d 2.095 22.4% -29.5% 0.7%
9 Rsi 1d 2.064 55.0% -21.2% 0.4%
10 Donchian Boyt 1d 2.020 -6.4% -11.6% 0.4%
11 Lazy Trend Follower 1d 1.962 9.0% -29.9% 0.4%
12 Inside Day 1d 1.906 19.8% -22.9% 0.5%
13 Bullish Engulfing 1d 1.848 -5.1% -29.4% 0.5%
14 Svm Rnn 1d 1.787 58.1% -9.3% 0.3%
15 Confident Trend 1d 1.724 29.1% -9.4% 0.3%
16 Larry Williams 1d 1.674 24.3% -26.6% 0.5%
17 Stan Weinstein 1d 1.648 74.6% -25.2% 0.4%
18 Support Vector Machines 1d 1.621 30.7% -22.3% 0.6%
19 Ride The Aggression 1d 1.610 63.2% -27.6% 0.5%
20 Linear Regression Pca 1d 1.531 36.7% -7.5% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2006-12-10 00:00:00 SELL $84.39 2 $18,986.21 $0.17 12 $8,986.21 $-26,591.59
2006-12-29 00:00:00 SELL $338.00 14 $13,556.95 $4.73 0 $3,556.95 $0.00
2007-02-14 00:00:00 SELL $75.20 1 $11,059.71 $0.08 0 $1,059.71 $0.00
2007-04-04 00:00:00 BUY $296.12 5 $11,457.20 $1.48 5 $1,457.20 $-20,669.42
2008-10-11 00:00:00 SELL $259.11 4 $13,208.60 $1.04 4 $3,208.60 $-14,632.66
2009-01-04 00:00:00 SELL $255.78 14 $18,817.60 $3.58 14 $8,817.60 $-24,023.34
2009-01-21 00:00:00 SELL $454.98 6 $21,713.37 $2.73 6 $11,713.37 $-24,874.37
2009-07-09 00:00:00 SELL $440.40 3 $11,666.97 $1.32 5 $1,666.97 $-17,272.71
2010-08-23 00:00:00 BUY $208.66 9 $21,181.94 $1.88 10 $11,181.94 $-25,517.62
2010-09-29 00:00:00 SELL $287.02 2 $10,887.90 $0.57 6 $887.90 $-11,214.81
2011-11-21 00:00:00 SELL $239.35 1 $10,697.40 $0.24 2 $697.40 $-1,372.06
2012-01-19 00:00:00 BUY $421.91 2 $8,152.93 $0.84 17 $-1,847.07 $-7,652.75
2012-05-31 00:00:00 SELL $145.06 2 $11,110.29 $0.29 0 $1,110.29 $0.00
2012-06-29 00:00:00 BUY $322.01 6 $19,247.94 $1.93 16 $9,247.94 $-24,330.03
2012-08-21 00:00:00 SELL $447.14 9 $12,173.18 $4.02 8 $2,173.18 $-12,091.99
2012-11-22 00:00:00 SELL $287.47 1 $10,984.59 $0.29 1 $984.59 $-1,563.29
2013-06-14 00:00:00 SELL $316.31 4 $10,820.47 $1.27 2 $820.47 $-566.77
2013-12-05 00:00:00 BUY $452.60 4 $11,448.88 $1.81 14 $1,448.88 $-14,003.16
2014-03-13 00:00:00 SELL $471.45 1 $11,928.18 $0.47 4 $1,928.18 $-21,744.80
2014-04-23 00:00:00 BUY $284.55 4 $5,125.29 $1.14 42 $-4,874.71 $3,391.53
2014-06-04 00:00:00 BUY $66.53 13 $11,016.42 $0.86 17 $1,016.42 $-18,343.65
2014-07-25 00:00:00 SELL $452.21 1 $22,165.13 $0.45 5 $12,165.13 $-25,343.19
2015-10-04 00:00:00 SELL $315.18 1 $23,061.79 $0.32 1 $13,061.79 $-27,289.08
2015-10-25 00:00:00 BUY $475.70 8 $10,347.09 $3.81 8 $347.09 $-11,863.53
2016-03-15 00:00:00 SELL $183.05 23 $15,240.26 $4.21 28 $5,240.26 $-22,478.91
2016-07-30 00:00:00 SELL $350.83 2 $13,909.55 $0.70 2 $3,909.55 $-14,967.46
2016-09-15 00:00:00 BUY $53.66 48 $9,776.95 $2.58 57 $-223.05 $-21,970.21
2016-09-30 00:00:00 BUY $268.32 1 $13,288.36 $0.27 1 $3,288.36 $-9,429.34
2016-10-18 00:00:00 BUY $128.04 4 $9,487.35 $0.51 4 $-512.65 $512.14
2017-08-04 00:00:00 BUY $114.54 6 $8,927.17 $0.69 9 $-1,072.83 $518.70
2017-09-11 00:00:00 BUY $113.17 26 $6,950.54 $2.94 37 $-3,049.46 $1,173.79
2017-10-21 00:00:00 SELL $215.47 1 $11,882.22 $0.22 4 $1,882.22 $-18,612.84
2018-06-26 00:00:00 BUY $447.10 6 $16,562.65 $2.68 22 $6,562.65 $-21,578.03
2019-05-24 00:00:00 SELL $123.59 2 $14,156.48 $0.25 0 $4,156.48 $0.00
2020-02-16 00:00:00 SELL $209.78 6 $11,034.36 $1.26 51 $1,034.36 $-16,905.53
2020-06-27 00:00:00 SELL $103.44 13 $12,792.20 $1.34 1 $2,792.20 $-22,046.57
2020-12-13 00:00:00 BUY $155.33 9 $12,354.99 $1.40 9 $2,354.99 $-22,232.64
2021-01-14 00:00:00 SELL $87.51 20 $6,873.75 $1.75 22 $-3,126.25 $-7,772.42
2021-03-03 00:00:00 BUY $217.12 3 $10,458.29 $0.65 3 $458.29 $-548.05
2022-02-26 00:00:00 BUY $105.70 11 $9,895.87 $1.16 11 $-104.13 $-688.08
2022-04-02 00:00:00 SELL $320.99 7 $13,261.11 $2.25 10 $3,261.11 $-17,129.70
2022-04-30 00:00:00 SELL $320.36 6 $8,870.77 $1.92 31 $-1,129.23 $3,975.27
2022-05-31 00:00:00 BUY $209.82 9 $8,997.60 $1.89 15 $-1,002.40 $-9,789.58
2023-05-30 00:00:00 SELL $243.65 2 $22,651.95 $0.49 3 $12,651.95 $-26,873.30
2023-05-31 00:00:00 SELL $147.22 1 $12,939.27 $0.15 0 $2,939.27 $0.00
2023-08-24 00:00:00 SELL $244.74 8 $8,829.71 $1.96 14 $-1,170.29 $-6,271.31
2023-09-10 00:00:00 SELL $95.08 1 $22,746.93 $0.10 2 $12,746.93 $-27,414.11
2023-12-11 00:00:00 BUY $371.94 7 $6,264.62 $2.60 38 $-3,735.38 $8,177.68
2024-02-25 00:00:00 SELL $127.88 1 $9,615.10 $0.13 3 $-384.90 $-128.52
2024-08-31 00:00:00 SELL $457.00 4 $13,754.36 $1.83 0 $3,754.36 $0.00
SUMMARY (52 total orders) $13,754.36 $74.85 - $20.17% -

ETHANOL

Best: Lazy Trend Follower ⏰ 1d
PSR
0.567
Sharpe Ratio
1.155
Total Orders
328
Net Profit
34.32%
Average Win
23.78%
Average Loss
-6.92%
Annual Return
34.32%
Max Drawdown
-21.43%
Win Rate
0.4%
Profit/Loss Ratio
2.68
Alpha
0.036
Beta
1.006
Sortino Ratio
1.660
Total Fees
$1,800.83
Strategy Capacity
$352,171
Portfolio Turnover
0.71%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Lazy Trend Follower 1d 2.488 1.4% -8.8% 0.5% 🏆 BEST
2 Face The Train 1d 2.450 43.1% -26.8% 0.6%
3 Crude Oil 1d 2.366 72.5% -13.8% 0.3%
4 Multi Layer Ema 1d 2.301 -9.1% -9.6% 0.5%
5 Mfi 1d 2.189 54.4% -27.1% 0.7%
6 Rnn Linear Regression 1d 2.107 15.1% -21.3% 0.6%
7 Improved Index Trend 1d 2.085 11.0% -24.0% 0.5%
8 Buyandhold 1d 2.062 12.4% -10.7% 0.6%
9 Donchian Boyt 1d 1.996 2.8% -5.4% 0.6%
10 Decision Tree 3 1d 1.992 78.5% -5.8% 0.5%
11 Rsi 1d 1.986 65.1% -29.5% 0.5%
12 Machine Learning Rsi 1d 1.802 64.8% -10.5% 0.4%
13 Russell Rebalancing Strategy 1d 1.721 21.3% -5.1% 0.4%
14 Bitcoin 1d 1.695 37.0% -21.5% 0.6%
15 Stan Weinstein 1d 1.612 23.0% -27.6% 0.4%
16 Wheel Strategy 1d 1.541 46.9% -17.7% 0.3%
17 Stable Mean Revert 1d 1.509 17.0% -6.2% 0.5%
18 Adx 1d 1.491 -9.0% -6.8% 0.4%
19 Markov 1d 1.434 76.3% -22.0% 0.4%
20 Svm Rnn 1d 1.265 41.9% -23.9% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-12-13 00:00:00 SELL $359.04 39 $35,668.21 $14.00 6 $25,668.21 $-70,066.54
2023-01-04 00:00:00 SELL $223.60 10 $193,805.75 $2.24 51 $183,805.75 $-639,419.28
2023-01-16 00:00:00 SELL $456.75 161 $126,524.59 $73.54 11 $116,524.59 $-405,665.59
2023-02-12 00:00:00 BUY $307.23 34 $79,387.08 $10.45 37 $69,387.08 $-231,832.12
2023-02-14 00:00:00 BUY $379.40 40 $143,863.37 $15.18 117 $133,863.37 $-494,583.64
2023-02-24 00:00:00 BUY $356.39 36 $95,141.06 $12.83 77 $85,141.06 $-410,729.99
2023-03-03 00:00:00 SELL $119.34 2 $9,724.91 $0.24 9 $-275.09 $-17,185.10
2023-04-08 00:00:00 SELL $194.96 618 $1,110,405.90 $120.48 170 $1,100,405.90 $-1,943,020.15
2023-04-11 00:00:00 SELL $268.88 32 $15,905.08 $8.60 12 $5,905.08 $-21,251.65
2023-05-23 00:00:00 BUY $78.50 22 $8,788.01 $1.73 22 $-1,211.99 $-19,547.35
2023-05-27 00:00:00 SELL $380.05 2 $76,285.63 $0.76 1 $66,285.63 $-320,478.48
2023-06-28 00:00:00 BUY $491.28 10 $30,750.50 $4.91 16 $20,750.50 $-64,360.29
2023-07-13 00:00:00 BUY $84.90 71 $17,450.03 $6.03 71 $7,450.03 $-38,546.65
2023-07-31 00:00:00 BUY $117.07 717 $390,569.42 $83.94 724 $380,569.42 $-919,596.90
2023-08-19 00:00:00 SELL $313.68 14 $107,983.96 $4.39 41 $97,983.96 $-425,311.01
2023-09-12 00:00:00 BUY $76.15 156 $70,464.63 $11.88 156 $60,464.63 $-245,815.06
2023-10-22 00:00:00 SELL $220.52 27 $65,184.11 $5.95 78 $55,184.11 $-295,308.25
2023-10-24 00:00:00 SELL $141.44 1 $36,325.22 $0.14 0 $26,325.22 $0.00
2023-10-25 00:00:00 BUY $378.92 2 $10,930.17 $0.76 4 $930.17 $320.62
2023-10-30 00:00:00 SELL $138.98 29 $453,163.90 $4.03 61 $443,163.90 $-995,875.37
2023-11-01 00:00:00 BUY $116.13 647 $882,538.74 $75.13 786 $872,538.74 $-1,523,525.94
2023-11-12 00:00:00 SELL $80.31 8 $81,172.96 $0.64 7 $71,172.96 $-257,132.86
2023-12-17 00:00:00 SELL $492.41 5 $62,734.55 $2.46 0 $52,734.55 $0.00
2024-01-11 00:00:00 BUY $229.15 12 $48,346.48 $2.75 12 $38,346.48 $-131,047.59
2024-01-12 00:00:00 SELL $385.87 33 $156,584.18 $12.73 84 $146,584.18 $-521,737.14
2024-03-26 00:00:00 BUY $91.75 126 $87,242.14 $11.56 194 $77,242.14 $-433,202.95
2024-06-09 00:00:00 SELL $152.37 38 $79,132.63 $5.79 25 $69,132.63 $-214,611.33
2024-06-11 00:00:00 SELL $430.96 5 $10,298.68 $2.15 1 $298.68 $-16,774.04
2024-06-16 00:00:00 SELL $111.63 59 $88,928.45 $6.59 18 $78,928.45 $-191,395.44
2024-06-18 00:00:00 BUY $431.30 26 $61,530.24 $11.21 27 $51,530.24 $-153,949.25
2024-06-24 00:00:00 BUY $304.06 1,033 $1,203,791.13 $314.09 1,982 $1,193,791.13 $-2,037,990.08
2024-06-26 00:00:00 BUY $358.62 74 $264,811.48 $26.54 123 $254,811.48 $-697,953.75
2024-07-06 00:00:00 BUY $176.73 454 $302,955.58 $80.23 461 $292,955.58 $-833,128.14
2024-08-13 00:00:00 SELL $68.42 6 $83,311.23 $0.41 16 $73,311.23 $-365,185.44
2024-09-07 00:00:00 BUY $396.97 8 $49,729.43 $3.18 8 $39,729.43 $-127,445.89
2024-10-08 00:00:00 SELL $257.56 14 $19,151.40 $3.61 5 $9,151.40 $-28,759.28
2024-11-01 00:00:00 BUY $303.26 17 $1,145,899.42 $5.16 79 $1,135,899.42 $-1,952,205.54
2024-11-08 00:00:00 BUY $398.42 17 $17,167.46 $6.77 82 $7,167.46 $-58,934.77
2024-11-11 00:00:00 BUY $404.15 68 $101,636.37 $27.48 71 $91,636.37 $-381,995.24
2024-11-24 00:00:00 SELL $359.47 12 $71,120.56 $4.31 17 $61,120.56 $-314,747.60
2024-12-10 00:00:00 SELL $402.30 25 $1,103,651.83 $10.06 87 $1,093,651.83 $-1,813,940.55
2024-12-17 00:00:00 BUY $342.66 194 $221,167.47 $66.48 226 $211,167.47 $-691,161.24
2024-12-17 00:00:00 SELL $437.72 7 $1,117,388.44 $3.06 21 $1,107,388.44 $-1,839,748.59
2025-01-05 00:00:00 SELL $233.42 3 $221,867.01 $0.70 223 $211,867.01 $-783,026.44
2025-01-20 00:00:00 SELL $95.40 1 $10,516.69 $0.10 0 $516.69 $0.00
2025-02-04 00:00:00 SELL $157.95 14 $1,151,060.00 $2.21 62 $1,141,060.00 $-1,966,370.25
2025-02-25 00:00:00 SELL $132.69 140 $240,424.93 $18.58 83 $230,424.93 $-824,065.03
2025-02-26 00:00:00 SELL $435.91 4 $32,636.56 $1.74 14 $22,636.56 $-51,487.15
2025-04-10 00:00:00 SELL $287.93 2 $75,526.29 $0.58 3 $65,526.29 $-319,994.74
2025-05-26 00:00:00 BUY $67.13 22 $7,309.63 $1.48 44 $-2,690.37 $-20,047.51
SUMMARY (312 total orders) $7,309.63 $9195.46 - $34.32% -

COAL

Best: Inside Day ⏰ 1d
PSR
0.636
Sharpe Ratio
0.710
Total Orders
304
Net Profit
41.08%
Average Win
20.97%
Average Loss
-2.12%
Annual Return
41.08%
Max Drawdown
-13.67%
Win Rate
0.5%
Profit/Loss Ratio
5.15
Alpha
-0.064
Beta
1.421
Sortino Ratio
1.079
Total Fees
$3,490.11
Strategy Capacity
$3,624,131
Portfolio Turnover
1.38%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Inside Day 1d 2.469 46.9% -5.8% 0.6% 🏆 BEST
2 Rnn Linear Regression 1d 2.434 26.8% -5.1% 0.5%
3 Confident Trend 1d 2.405 -8.8% -28.1% 0.6%
4 Bollinger Bands 1d 2.387 27.1% -10.6% 0.5%
5 Lazy Trend Follower 1d 2.281 -7.8% -26.2% 0.6%
6 Trend Risk Protection 1d 2.254 17.9% -29.5% 0.5%
7 Svm Rnn 1d 2.211 -12.6% -9.0% 0.3%
8 Crude Oil 1d 2.174 5.7% -13.5% 0.5%
9 Linear Regression 1d 2.147 49.3% -18.0% 0.6%
10 Markov 1d 2.139 68.7% -29.3% 0.3%
11 Rsi 1d 2.119 52.6% -29.1% 0.4%
12 Face The Train 1d 2.097 79.7% -19.1% 0.3%
13 Machine Learning Rsi 1d 2.003 42.6% -17.4% 0.5%
14 Adx 1d 2.001 41.8% -28.3% 0.4%
15 Bitcoin 1d 1.893 5.4% -18.2% 0.6%
16 Larry Williams 1d 1.882 13.6% -9.7% 0.6%
17 Buyandhold 1d 1.874 46.4% -29.2% 0.4%
18 Russell Rebalancing Strategy 1d 1.836 21.3% -17.2% 0.6%
19 Stan Weinstein 1d 1.761 7.3% -5.8% 0.6%
20 Donchian Boyt 1d 1.731 32.0% -6.7% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-03-10 00:00:00 BUY $463.66 3 $83,794.14 $1.39 16 $73,794.14 $-477,513.12
2022-03-25 00:00:00 SELL $335.02 24 $145,614.37 $8.04 41 $135,614.37 $-795,438.16
2022-07-15 00:00:00 BUY $432.43 23 $39,501.98 $9.95 23 $29,501.98 $-158,892.22
2022-07-24 00:00:00 SELL $399.72 7 $97,491.25 $2.80 0 $87,491.25 $0.00
2022-08-12 00:00:00 SELL $81.63 195 $80,062.77 $15.92 38 $70,062.77 $-519,284.91
2022-08-15 00:00:00 SELL $319.83 70 $124,830.49 $22.39 260 $114,830.49 $-1,077,714.78
2022-08-16 00:00:00 SELL $427.75 27 $87,342.33 $11.55 20 $77,342.33 $-518,085.78
2022-08-26 00:00:00 SELL $419.58 5 $10,777.78 $2.10 2 $777.78 $-12,069.56
2022-08-26 00:00:00 SELL $446.89 3 $50,311.69 $1.34 4 $40,311.69 $-136,618.33
2022-09-01 00:00:00 SELL $192.18 3 $11,307.58 $0.58 1 $1,307.58 $-13,172.73
2022-09-17 00:00:00 SELL $451.98 14 $30,907.51 $6.33 12 $20,907.51 $-63,870.83
2022-09-26 00:00:00 SELL $275.06 16 $81,245.15 $4.40 15 $71,245.15 $-292,583.94
2022-11-20 00:00:00 SELL $65.30 22 $9,140.05 $1.44 4 $-859.95 $-9,571.65
2022-12-13 00:00:00 SELL $149.79 1 $61,842.57 $0.15 1 $51,842.57 $-222,136.36
2022-12-24 00:00:00 SELL $233.81 286 $132,971.58 $66.87 83 $122,971.58 $-642,292.48
2023-01-06 00:00:00 BUY $285.10 80 $119,328.21 $22.81 80 $109,328.21 $-534,371.36
2023-01-08 00:00:00 BUY $86.92 297 $120,167.06 $25.81 337 $110,167.06 $-779,883.18
2023-01-10 00:00:00 SELL $213.72 80 $196,403.04 $17.10 174 $186,403.04 $-897,715.11
2023-03-19 00:00:00 SELL $432.63 42 $218,557.52 $18.17 128 $208,557.52 $-894,798.85
2023-04-25 00:00:00 SELL $375.00 18 $139,977.15 $6.75 62 $129,977.15 $-638,448.77
2023-05-24 00:00:00 SELL $435.31 147 $93,565.62 $63.99 15 $83,565.62 $-248,008.27
2023-06-06 00:00:00 SELL $387.19 33 $60,066.28 $12.78 8 $50,066.28 $-186,670.40
2023-07-10 00:00:00 SELL $479.64 9 $16,610.62 $4.32 21 $6,610.62 $-18,275.45
2023-07-17 00:00:00 SELL $440.45 5 $18,560.25 $2.20 2 $8,560.25 $-21,211.15
2023-07-29 00:00:00 SELL $78.20 20 $227,363.94 $1.56 5 $217,363.94 $-854,104.21
2023-08-08 00:00:00 SELL $265.61 15 $87,743.53 $3.98 6 $77,743.53 $-480,783.48
2023-09-21 00:00:00 BUY $362.78 50 $121,820.14 $18.14 112 $111,820.14 $-621,067.39
2023-10-16 00:00:00 SELL $404.82 53 $104,987.81 $21.46 41 $94,987.81 $-324,043.61
2023-10-19 00:00:00 SELL $427.10 1 $19,465.09 $0.43 3 $9,465.09 $-29,951.07
2023-10-28 00:00:00 SELL $193.05 129 $86,686.47 $24.90 44 $76,686.47 $-428,114.35
2023-12-11 00:00:00 SELL $322.74 15 $91,782.84 $4.84 27 $81,782.84 $-427,894.50
2023-12-18 00:00:00 BUY $447.09 34 $71,138.52 $15.20 208 $61,138.52 $-684,887.04
2024-01-03 00:00:00 BUY $206.04 14 $13,723.19 $2.88 35 $3,723.19 $-21,136.44
2024-02-18 00:00:00 SELL $76.34 19 $126,393.60 $1.45 18 $116,393.60 $-711,564.43
2024-02-21 00:00:00 SELL $234.51 2 $97,276.47 $0.47 0 $87,276.47 $0.00
2024-06-23 00:00:00 BUY $261.06 41 $81,068.72 $10.70 68 $71,068.72 $-418,856.48
2024-06-28 00:00:00 SELL $428.81 2 $67,403.38 $0.86 70 $57,403.38 $-302,694.80
2024-08-15 00:00:00 SELL $290.29 2 $50,891.68 $0.58 2 $40,891.68 $-137,825.31
2024-09-18 00:00:00 SELL $458.70 145 $150,067.72 $66.51 21 $140,067.72 $-783,450.04
2024-10-28 00:00:00 BUY $209.12 72 $200,405.05 $15.06 170 $190,405.05 $-899,569.23
2025-01-05 00:00:00 BUY $364.93 7 $85,186.50 $2.55 13 $75,186.50 $-477,633.12
2025-02-04 00:00:00 SELL $169.24 18 $68,819.98 $3.05 135 $58,819.98 $-483,503.32
2025-02-18 00:00:00 BUY $169.18 10 $59,379.20 $1.69 10 $49,379.20 $-202,534.20
2025-03-18 00:00:00 BUY $436.66 5 $93,190.40 $2.18 174 $83,190.40 $-634,776.83
2025-03-30 00:00:00 BUY $392.85 1 $8,630.95 $0.39 1 $-1,369.05 $-11,718.50
2025-04-04 00:00:00 SELL $338.52 19 $48,105.19 $6.43 1 $38,105.19 $-96,949.78
2025-04-17 00:00:00 BUY $72.18 161 $61,808.09 $11.62 173 $51,808.09 $-412,500.20
2025-04-19 00:00:00 SELL $163.77 3 $34,569.57 $0.49 23 $24,569.57 $-87,982.90
2025-05-18 00:00:00 BUY $66.14 28 $6,406.60 $1.85 34 $-3,593.40 $-17,991.35
2025-05-21 00:00:00 SELL $314.86 1 $85,550.91 $0.31 2 $75,550.91 $-296,080.13
SUMMARY (281 total orders) $85,550.91 $2472.78 - $41.08% -

IRON_ORE

Best: Crude Oil ⏰ 1d
PSR
0.476
Sharpe Ratio
0.498
Total Orders
432
Net Profit
31.42%
Average Win
33.07%
Average Loss
-5.26%
Annual Return
31.42%
Max Drawdown
-15.69%
Win Rate
0.5%
Profit/Loss Ratio
4.29
Alpha
0.061
Beta
1.842
Sortino Ratio
0.970
Total Fees
$3,162.96
Strategy Capacity
$1,763,072
Portfolio Turnover
1.37%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Crude Oil 1d 2.479 62.8% -11.5% 0.5% 🏆 BEST
2 Wheel Strategy 1d 2.465 70.1% -8.7% 0.3%
3 Russell Rebalancing Strategy 1d 2.397 60.4% -21.3% 0.6%
4 Lazy Trend Follower 1d 2.287 74.0% -18.4% 0.3%
5 Turtle Trading 1d 2.254 27.8% -9.5% 0.5%
6 Larry Williams 1d 2.252 41.4% -14.2% 0.6%
7 Trend Risk Protection 1d 2.215 38.3% -10.4% 0.4%
8 Linear Regression Pca 1d 2.023 17.0% -12.8% 0.4%
9 Donchian Channels Breakout 1d 1.996 -13.9% -7.2% 0.6%
10 Neural Networks Recurrent Neural 1d 1.945 3.5% -20.0% 0.3%
11 Counter Punsh 1d 1.938 30.0% -13.2% 0.3%
12 Bollinger Bands 1d 1.905 -12.9% -21.4% 0.6%
13 Decision Tree 3 1d 1.899 32.2% -23.1% 0.5%
14 Pullback 1d 1.882 27.3% -18.1% 0.6%
15 Adx 1d 1.701 79.9% -7.5% 0.4%
16 Macd 1d 1.627 44.7% -13.1% 0.6%
17 Machine Learning Rsi 1d 1.511 78.8% -21.5% 0.4%
18 Face The Train 1d 1.501 29.4% -16.9% 0.5%
19 Stable Mean Revert 1d 1.457 5.2% -8.4% 0.5%
20 Rsi 1d 1.446 31.3% -26.3% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-11-01 00:00:00 SELL $387.18 64 $499,834.89 $24.78 88 $489,834.89 $-3,263,607.10
2022-11-29 00:00:00 SELL $473.71 5 $36,277.68 $2.37 13 $26,277.68 $-111,656.89
2022-12-09 00:00:00 SELL $90.05 21 $14,873.72 $1.89 1 $4,873.72 $-91,252.09
2022-12-12 00:00:00 BUY $87.03 1,336 $385,027.56 $116.28 1,543 $375,027.56 $-847,693.16
2022-12-13 00:00:00 BUY $432.70 1 $9,190.29 $0.43 5 $-809.71 $-43,125.70
2022-12-16 00:00:00 BUY $407.11 227 $477,291.28 $92.42 264 $467,291.28 $-782,093.85
2022-12-29 00:00:00 BUY $499.94 4 $7,097.67 $2.00 4 $-2,902.33 $-33,989.51
2023-01-20 00:00:00 BUY $126.00 743 $269,609.86 $93.62 1,450 $259,609.86 $-2,713,365.26
2023-01-29 00:00:00 SELL $265.17 599 $479,306.84 $158.83 287 $469,306.84 $-813,469.61
2023-02-20 00:00:00 SELL $91.14 1,061 $375,829.90 $96.70 309 $365,829.90 $-2,961,526.56
2023-02-28 00:00:00 SELL $65.54 3 $7,588.46 $0.20 0 $-2,411.54 $0.00
2023-04-06 00:00:00 SELL $225.80 45 $37,764.06 $10.16 15 $27,764.06 $-96,472.99
2023-04-19 00:00:00 SELL $462.61 22 $18,685.23 $10.18 2 $8,685.23 $-63,607.70
2023-05-11 00:00:00 SELL $166.38 3 $131,530.88 $0.50 12 $121,530.88 $-479,124.67
2023-05-20 00:00:00 SELL $125.40 1 $9,099.43 $0.13 0 $-900.57 $0.00
2023-06-05 00:00:00 SELL $258.11 4 $6,815.61 $1.03 6 $-3,184.39 $-9,082.98
2023-06-16 00:00:00 SELL $499.43 5 $42,520.77 $2.50 0 $32,520.77 $0.00
2023-07-01 00:00:00 SELL $86.42 1 $9,970.34 $0.09 0 $-29.66 $0.00
2023-08-06 00:00:00 BUY $428.68 36 $37,776.78 $15.43 43 $27,776.78 $-220,112.48
2023-08-15 00:00:00 BUY $305.94 2 $51,223.59 $0.61 43 $41,223.59 $-222,067.68
2023-08-18 00:00:00 BUY $447.46 4 $5,884.24 $1.79 15 $-4,115.76 $-48,469.80
2023-09-19 00:00:00 BUY $377.24 195 $275,563.63 $73.56 3,382 $265,563.63 $-413,335.85
2023-09-20 00:00:00 BUY $231.43 116 $231,274.12 $26.85 419 $221,274.12 $-705,999.57
2023-09-27 00:00:00 BUY $399.59 6 $7,290.99 $2.40 15 $-2,709.01 $-43,388.53
2023-10-16 00:00:00 BUY $311.07 9 $10,606.20 $2.80 9 $606.20 $-75,892.59
2023-10-24 00:00:00 SELL $151.57 1 $12,909.21 $0.15 0 $2,909.21 $0.00
2023-11-29 00:00:00 SELL $361.86 3 $9,263.38 $1.09 2 $-736.62 $-2,416.91
2023-12-09 00:00:00 SELL $471.19 385 $742,374.69 $181.41 111 $732,374.69 $-1,977,290.92
2023-12-10 00:00:00 SELL $99.86 61 $209,182.15 $6.09 24 $199,182.15 $-593,809.42
2024-02-19 00:00:00 SELL $246.87 6 $12,757.80 $1.48 1 $2,757.80 $-81,244.99
2024-02-28 00:00:00 BUY $223.91 948 $728,202.98 $212.27 1,081 $718,202.98 $-856,210.32
2024-03-24 00:00:00 SELL $416.53 10 $8,632.28 $4.17 9 $-1,367.72 $-57,941.61
2024-05-29 00:00:00 BUY $315.60 6 $46,961.10 $1.89 6 $36,961.10 $-147,801.76
2024-06-07 00:00:00 SELL $115.52 13 $48,856.62 $1.50 0 $38,856.62 $0.00
2024-07-02 00:00:00 SELL $348.95 17 $59,683.81 $5.93 54 $49,683.81 $-399,503.56
2024-07-03 00:00:00 SELL $54.62 52 $53,429.82 $2.84 44 $43,429.82 $-199,162.73
2024-08-24 00:00:00 BUY $283.47 2 $6,005.09 $0.57 14 $-3,994.91 $-27,798.71
2024-09-15 00:00:00 SELL $96.55 11 $7,299.89 $1.06 2 $-2,700.11 $-12,666.60
2024-09-22 00:00:00 SELL $284.12 6 $11,638.52 $1.70 0 $1,638.52 $0.00
2024-09-29 00:00:00 BUY $102.81 89 $37,802.16 $9.15 95 $27,802.16 $-141,822.36
2024-09-30 00:00:00 BUY $208.53 3 $9,373.80 $0.63 3 $-626.20 $625.58
2024-10-08 00:00:00 BUY $442.16 3 $7,405.39 $1.33 3 $-2,594.61 $-14,175.73
2024-11-12 00:00:00 SELL $84.45 18 $43,266.26 $1.52 7 $33,266.26 $-253,386.89
2024-12-13 00:00:00 SELL $361.51 3 $40,596.19 $1.08 0 $30,596.19 $0.00
2025-01-12 00:00:00 SELL $407.88 16 $53,789.63 $6.53 51 $43,789.63 $-389,705.90
2025-02-12 00:00:00 BUY $497.25 16 $188,190.70 $7.96 168 $178,190.70 $-528,741.92
2025-02-12 00:00:00 SELL $187.09 107 $334,472.14 $20.02 672 $324,472.14 $-2,542,421.45
2025-03-05 00:00:00 SELL $477.30 10 $10,949.36 $4.77 0 $949.36 $0.00
2025-06-29 00:00:00 SELL $255.71 6 $56,334.59 $1.53 5 $46,334.59 $-172,897.73
2025-07-03 00:00:00 SELL $247.02 5 $8,499.93 $1.24 1 $-1,500.07 $-15,255.20
SUMMARY (389 total orders) $8,499.93 $7092.36 - $31.42% -

STEEL

Best: Turtle Trading ⏰ 1d
PSR
0.584
Sharpe Ratio
1.811
Total Orders
159
Net Profit
39.20%
Average Win
33.74%
Average Loss
-5.51%
Annual Return
39.20%
Max Drawdown
-20.84%
Win Rate
0.4%
Profit/Loss Ratio
7.32
Alpha
0.053
Beta
0.551
Sortino Ratio
0.259
Total Fees
$1,903.76
Strategy Capacity
$105,877
Portfolio Turnover
1.53%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Turtle Trading 1d 2.473 55.2% -20.0% 0.5% 🏆 BEST
2 Stan Weinstein 1d 2.470 57.3% -13.3% 0.5%
3 Macd 1d 2.409 -8.3% -19.8% 0.4%
4 Mfi 1d 2.402 58.9% -11.7% 0.3%
5 Donchian Boyt 1d 2.298 72.2% -11.0% 0.3%
6 Ride The Aggression 1d 2.080 68.7% -11.3% 0.6%
7 Decision Tree 1d 1.982 10.0% -23.3% 0.7%
8 Adx 1d 1.916 14.4% -22.2% 0.7%
9 Bollinger Bands 1d 1.775 58.2% -20.4% 0.4%
10 Stable Mean Revert 1d 1.764 27.2% -21.4% 0.6%
11 Svm Rnn 1d 1.714 29.9% -17.1% 0.5%
12 Linear Regression Pca 1d 1.683 7.5% -6.6% 0.4%
13 Buyandhold 1d 1.629 30.1% -7.3% 0.6%
14 Confident Trend 1d 1.571 77.3% -19.3% 0.6%
15 Lazy Trend Follower 1d 1.555 8.4% -5.5% 0.4%
16 Decision Tree 2 1d 1.550 72.3% -17.5% 0.4%
17 Machine Learning Rsi 1d 1.480 -5.8% -13.2% 0.4%
18 Rnn Linear Regression 1d 1.456 63.6% -29.8% 0.3%
19 Counter Punsh 1d 1.436 57.6% -9.1% 0.3%
20 Pullback 1d 1.414 4.9% -26.0% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-02-26 00:00:00 SELL $422.33 6 $14,982.56 $2.53 1 $4,982.56 $-4,193.86
2019-06-16 00:00:00 SELL $192.57 5 $17,970.61 $0.96 0 $7,970.61 $0.00
2019-09-24 00:00:00 SELL $79.28 26 $47,133.93 $2.06 28 $37,133.93 $-188,993.41
2019-10-28 00:00:00 SELL $224.72 9 $15,891.08 $2.02 4 $5,891.08 $-45,944.29
2019-12-12 00:00:00 BUY $208.91 5 $13,870.62 $1.04 13 $3,870.62 $-43,082.78
2019-12-20 00:00:00 BUY $175.09 5 $11,925.09 $0.88 5 $1,925.09 $-29,967.12
2020-06-26 00:00:00 SELL $63.07 11 $8,730.58 $0.69 20 $-1,269.42 $-37,846.40
2020-10-15 00:00:00 BUY $333.72 8 $23,067.78 $2.67 9 $13,067.78 $-82,724.41
2021-04-04 00:00:00 SELL $211.31 6 $28,442.53 $1.27 15 $18,442.53 $-78,441.12
2021-05-11 00:00:00 SELL $72.97 174 $66,201.12 $12.70 2 $56,201.12 $-169,304.55
2021-06-18 00:00:00 SELL $377.04 9 $27,175.93 $3.39 21 $17,175.93 $-73,693.00
2021-10-23 00:00:00 SELL $259.66 8 $13,424.01 $2.08 5 $3,424.01 $-19,464.53
2021-11-16 00:00:00 SELL $428.67 3 $18,036.72 $1.29 1 $8,036.72 $-58,625.32
2021-11-24 00:00:00 SELL $287.84 1 $17,703.96 $0.29 0 $7,703.96 $0.00
2021-12-02 00:00:00 SELL $484.24 20 $17,550.48 $9.68 103 $7,550.48 $-73,588.86
2022-02-19 00:00:00 BUY $99.65 8 $13,870.23 $0.80 8 $3,870.23 $-19,965.64
2022-05-04 00:00:00 SELL $418.51 16 $20,681.93 $6.70 5 $10,681.93 $-65,010.66
2022-05-08 00:00:00 SELL $64.85 3 $16,518.96 $0.19 4 $6,518.96 $-104,616.89
2022-10-14 00:00:00 SELL $482.41 22 $57,736.31 $10.61 6 $47,736.31 $-188,318.69
2022-11-13 00:00:00 SELL $313.72 6 $14,693.45 $1.88 9 $4,693.45 $-56,230.54
2023-01-31 00:00:00 SELL $467.66 5 $14,261.04 $2.34 0 $4,261.04 $0.00
2023-04-21 00:00:00 SELL $495.96 15 $17,660.70 $7.44 2 $7,660.70 $-38,115.96
2023-05-23 00:00:00 SELL $268.36 2 $75,695.23 $0.54 12 $65,695.23 $-133,192.73
2023-06-26 00:00:00 SELL $141.95 55 $65,555.35 $7.81 52 $55,555.35 $-146,952.70
2023-08-19 00:00:00 SELL $167.84 7 $10,833.21 $1.17 15 $833.21 $-33,797.34
2023-08-22 00:00:00 SELL $411.95 3 $15,104.85 $1.24 5 $5,104.85 $-19,500.25
2023-08-24 00:00:00 BUY $387.15 4 $17,715.25 $1.55 152 $7,715.25 $-76,018.20
2023-09-24 00:00:00 BUY $243.13 13 $12,946.37 $3.16 17 $2,946.37 $-5,684.78
2023-10-09 00:00:00 SELL $65.95 1 $25,740.21 $0.07 1 $15,740.21 $-85,661.93
2023-10-14 00:00:00 BUY $153.12 21 $13,992.41 $3.22 21 $3,992.41 $-60,672.21
2023-11-29 00:00:00 SELL $291.81 8 $20,047.43 $2.33 144 $10,047.43 $-94,391.73
2024-01-25 00:00:00 BUY $484.87 15 $17,515.16 $7.27 15 $7,515.16 $-81,124.58
2024-03-14 00:00:00 SELL $237.16 5 $16,007.05 $1.19 13 $6,007.05 $-105,314.22
2024-04-08 00:00:00 SELL $55.49 15 $29,273.97 $0.83 0 $19,273.97 $0.00
2024-05-19 00:00:00 BUY $347.74 2 $9,303.82 $0.70 2 $-696.18 $695.49
2024-06-29 00:00:00 SELL $164.75 1 $12,143.65 $0.16 3 $2,143.65 $-30,348.33
2024-07-06 00:00:00 SELL $158.14 7 $24,173.65 $1.11 2 $14,173.65 $-88,081.36
2024-08-02 00:00:00 BUY $251.94 10 $11,056.32 $2.52 14 $1,056.32 $-14,716.27
2024-09-03 00:00:00 SELL $152.31 1 $12,295.81 $0.15 2 $2,295.81 $-30,537.95
2024-10-10 00:00:00 SELL $400.35 7 $14,332.73 $2.80 0 $4,332.73 $0.00
2024-10-18 00:00:00 SELL $322.85 12 $16,853.43 $3.87 1 $6,853.43 $-23,888.32
2025-01-04 00:00:00 BUY $54.98 31 $28,969.90 $1.70 102 $18,969.90 $-117,857.20
2025-01-17 00:00:00 BUY $285.28 5 $16,276.13 $1.43 5 $6,276.13 $-40,311.09
2025-02-17 00:00:00 SELL $50.39 48 $67,971.43 $2.42 4 $57,971.43 $-154,132.32
2025-03-13 00:00:00 BUY $458.03 8 $29,200.91 $3.66 17 $19,200.91 $-64,750.55
2025-03-29 00:00:00 BUY $188.44 4 $13,578.23 $0.75 4 $3,578.23 $-16,735.91
2025-04-11 00:00:00 SELL $218.00 1 $15,414.08 $0.22 3 $5,414.08 $-48,038.48
2025-05-13 00:00:00 SELL $156.80 1 $17,211.13 $0.16 0 $7,211.13 $0.00
2025-05-20 00:00:00 BUY $369.86 5 $14,669.16 $1.85 7 $4,669.16 $-44,254.16
2025-06-23 00:00:00 SELL $181.34 1 $9,484.98 $0.18 1 $-515.02 $-514.14
SUMMARY (146 total orders) $9,484.98 $430.56 - $39.20% -

RHODIUM

Best: Lazy Trend Follower ⏰ 1d
PSR
0.456
Sharpe Ratio
1.082
Total Orders
219
Net Profit
26.80%
Average Win
32.68%
Average Loss
-6.39%
Annual Return
26.80%
Max Drawdown
-5.89%
Win Rate
0.6%
Profit/Loss Ratio
7.93
Alpha
0.147
Beta
0.898
Sortino Ratio
1.192
Total Fees
$4,747.31
Strategy Capacity
$284,250
Portfolio Turnover
1.25%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Lazy Trend Follower 1d 2.351 31.2% -10.3% 0.6% 🏆 BEST
2 Adx 1d 2.315 42.9% -29.2% 0.4%
3 Stable Mean Revert 1d 2.284 27.8% -8.0% 0.6%
4 Donchian Channels Breakout 1d 2.155 52.4% -5.8% 0.6%
5 Neural Networks Recurrent Neural 1d 2.139 32.9% -8.2% 0.3%
6 Rnn Linear Regression 1d 2.067 48.4% -29.1% 0.7%
7 Pullback 1d 1.852 55.5% -7.9% 0.3%
8 Stan Weinstein 1d 1.784 -11.5% -7.5% 0.5%
9 Decision Tree 1d 1.628 1.0% -13.1% 0.5%
10 Donchian Boyt 1d 1.624 -12.8% -18.9% 0.4%
11 Larry Williams 1d 1.554 24.9% -22.0% 0.4%
12 Long Short Term Memory Neural Network 1d 1.457 43.0% -28.6% 0.3%
13 Rsi 1d 1.392 0.1% -11.0% 0.5%
14 Mfi 1d 1.382 64.1% -11.9% 0.3%
15 Bollinger Bands 1d 1.370 42.3% -15.8% 0.3%
16 Trend Risk Protection 1d 1.368 41.5% -5.8% 0.6%
17 Macd 1d 1.368 66.8% -11.4% 0.6%
18 Wheel Strategy 1d 1.335 20.7% -28.6% 0.3%
19 Counter Punsh 1d 1.320 11.3% -15.5% 0.5%
20 Bullish Engulfing 1d 1.275 51.5% -29.0% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-01-20 00:00:00 SELL $139.96 8 $17,430.79 $1.12 5 $7,430.79 $-18,341.33
2021-01-28 00:00:00 SELL $92.03 1 $36,041.72 $0.09 19 $26,041.72 $-216,682.61
2021-01-31 00:00:00 SELL $497.08 11 $35,354.55 $5.47 23 $25,354.55 $-272,255.54
2021-02-13 00:00:00 SELL $278.50 10 $29,910.08 $2.78 0 $19,910.08 $0.00
2021-07-02 00:00:00 BUY $267.06 10 $40,894.33 $2.67 42 $30,894.33 $-82,485.18
2021-07-04 00:00:00 BUY $65.51 46 $16,714.74 $3.01 46 $6,714.74 $-33,326.47
2021-07-18 00:00:00 SELL $310.19 39 $38,041.87 $12.10 18 $28,041.87 $-193,399.97
2021-10-04 00:00:00 BUY $115.09 77 $41,770.34 $8.86 89 $31,770.34 $-86,128.82
2021-10-25 00:00:00 BUY $121.47 12 $48,715.73 $1.46 23 $38,715.73 $-145,784.25
2021-11-12 00:00:00 SELL $328.32 3 $30,422.88 $0.98 21 $20,422.88 $-233,399.54
2021-11-22 00:00:00 BUY $429.73 16 $27,486.93 $6.88 17 $17,486.93 $-59,290.16
2022-02-11 00:00:00 SELL $60.01 68 $44,099.79 $4.08 13 $34,099.79 $-122,447.40
2022-02-13 00:00:00 SELL $207.38 23 $53,480.69 $4.77 0 $43,480.69 $0.00
2022-02-18 00:00:00 SELL $103.69 3 $19,100.61 $0.31 3 $9,100.61 $-34,424.48
2022-03-20 00:00:00 BUY $293.77 18 $44,549.93 $5.29 20 $34,549.93 $-76,274.83
2022-04-11 00:00:00 BUY $186.72 21 $31,826.33 $3.92 21 $21,826.33 $-58,753.29
2022-04-27 00:00:00 SELL $248.07 10 $31,770.29 $2.48 5 $21,770.29 $-269,311.63
2022-05-02 00:00:00 SELL $99.94 3 $42,069.85 $0.30 86 $32,069.85 $-96,639.46
2022-05-19 00:00:00 BUY $407.83 5 $5,439.02 $2.04 6 $-4,560.98 $-4,758.18
2022-05-22 00:00:00 BUY $479.85 10 $13,050.03 $4.80 12 $3,050.03 $-15,118.79
2022-05-27 00:00:00 SELL $140.31 81 $30,383.51 $11.37 61 $20,383.51 $-73,591.13
2022-06-05 00:00:00 BUY $63.76 8 $1,696.64 $0.51 29 $-8,303.36 $-11,550.30
2022-08-25 00:00:00 BUY $496.17 8 $27,885.11 $3.97 47 $17,885.11 $-213,004.80
2022-09-19 00:00:00 SELL $452.91 5 $34,519.80 $2.26 0 $24,519.80 $0.00
2022-12-01 00:00:00 SELL $335.82 3 $32,776.76 $1.01 2 $22,776.76 $-269,880.33
2023-01-23 00:00:00 SELL $166.39 2 $11,224.98 $0.33 13 $1,224.98 $-14,246.96
2023-04-10 00:00:00 SELL $361.89 50 $48,459.99 $18.09 11 $38,459.99 $-78,169.37
2023-04-27 00:00:00 SELL $496.93 8 $10,560.45 $3.98 16 $560.45 $-8,459.22
2023-06-08 00:00:00 SELL $154.56 6 $31,987.51 $0.93 13 $21,987.51 $-238,284.91
2023-06-18 00:00:00 SELL $410.69 5 $30,107.38 $2.05 48 $20,107.38 $-258,722.01
2023-08-26 00:00:00 SELL $112.09 4 $17,853.30 $0.45 2 $7,853.30 $-20,652.78
2023-10-06 00:00:00 SELL $228.53 1 $28,781.28 $0.23 7 $18,781.28 $-54,713.87
2023-10-16 00:00:00 BUY $445.09 6 $7,501.89 $2.67 6 $-2,498.11 $845.65
2023-11-17 00:00:00 SELL $428.19 7 $33,473.06 $3.00 5 $23,473.06 $-60,533.50
2023-11-30 00:00:00 SELL $461.31 25 $52,800.58 $11.53 12 $42,800.58 $-137,628.56
2023-12-07 00:00:00 SELL $86.71 11 $42,289.44 $0.95 15 $32,289.44 $-160,867.08
2024-02-07 00:00:00 SELL $272.09 4 $17,307.11 $1.09 10 $7,307.11 $-28,539.48
2024-02-22 00:00:00 SELL $134.06 7 $7,480.21 $0.94 1 $-2,519.79 $-7,071.11
2024-04-18 00:00:00 BUY $464.23 4 $7,396.41 $1.86 4 $-2,603.59 $-2,638.54
2024-05-24 00:00:00 SELL $186.75 11 $34,483.23 $2.05 13 $24,483.23 $-225,524.63
2024-11-02 00:00:00 BUY $411.46 2 $17,405.40 $0.82 6 $7,405.40 $-17,585.29
2024-11-07 00:00:00 BUY $169.92 12 $12,298.43 $2.04 19 $2,298.43 $-22,912.93
2024-12-19 00:00:00 SELL $118.83 2 $29,018.70 $0.24 5 $19,018.70 $-55,719.45
2025-01-02 00:00:00 SELL $400.02 17 $19,091.94 $6.80 2 $9,091.94 $-27,380.41
2025-02-22 00:00:00 SELL $383.38 1 $34,369.49 $0.38 1 $24,369.49 $-66,212.20
2025-03-12 00:00:00 BUY $314.46 34 $31,587.12 $10.69 49 $21,587.12 $-146,759.23
2025-04-07 00:00:00 BUY $288.25 4 $18,428.35 $1.15 4 $8,428.35 $-34,033.84
2025-06-20 00:00:00 SELL $178.03 2 $36,507.92 $0.36 1 $26,507.92 $-240,116.18
2025-07-01 00:00:00 BUY $401.52 2 $29,892.11 $0.80 34 $19,892.11 $-269,233.69
2025-07-12 00:00:00 SELL $150.36 21 $32,080.24 $3.16 6 $22,080.24 $-249,858.25
SUMMARY (198 total orders) $32,080.24 $622.22 - $26.80% -

IRIDIUM

Best: Crude Oil ⏰ 1d
PSR
0.601
Sharpe Ratio
0.697
Total Orders
293
Net Profit
38.81%
Average Win
22.47%
Average Loss
-7.38%
Annual Return
38.81%
Max Drawdown
-15.40%
Win Rate
0.5%
Profit/Loss Ratio
4.49
Alpha
-0.089
Beta
1.043
Sortino Ratio
1.205
Total Fees
$2,632.80
Strategy Capacity
$226,219
Portfolio Turnover
0.64%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Crude Oil 1d 2.486 73.5% -19.3% 0.3% 🏆 BEST
2 Larry Williams 1d 2.455 -0.3% -22.3% 0.5%
3 Counter Punsh 1d 2.070 25.1% -29.2% 0.7%
4 Neural Networks Recurrent Neural 1d 2.051 74.9% -11.9% 0.4%
5 Mfi 1d 2.021 -12.6% -21.1% 0.7%
6 Russell Rebalancing Strategy 1d 1.988 39.3% -26.9% 0.6%
7 Ais Micro Test Diversity Gap 1d 1.915 66.9% -22.3% 0.5%
8 Svm Rnn 1d 1.875 28.0% -11.6% 0.5%
9 Stan Weinstein 1d 1.783 48.0% -29.3% 0.5%
10 Confident Trend 1d 1.659 32.0% -19.5% 0.7%
11 Machine Learning Rsi 1d 1.619 73.4% -18.9% 0.5%
12 Support Vector Machines 1d 1.605 22.4% -13.6% 0.5%
13 Lazy Trend Follower 1d 1.550 -13.2% -16.9% 0.5%
14 Bitcoin 1d 1.512 38.5% -10.0% 0.7%
15 Multi Layer Ema 1d 1.366 -6.0% -15.4% 0.7%
16 Rnn Linear Regression 1d 1.338 59.1% -6.8% 0.3%
17 Linear Regression Pca 1d 1.329 38.6% -15.2% 0.7%
18 Decision Tree 2 1d 1.301 -5.1% -14.9% 0.7%
19 Face The Train 1d 1.094 69.7% -26.1% 0.3%
20 Wheel Strategy 1d 1.083 4.8% -17.7% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-07-28 00:00:00 SELL $490.18 108 $144,546.34 $52.94 4 $134,546.34 $-455,042.07
2021-08-20 00:00:00 BUY $456.22 37 $109,981.22 $16.88 340 $99,981.22 $-659,755.74
2021-09-22 00:00:00 SELL $326.28 39 $81,754.77 $12.73 54 $71,754.77 $-397,594.53
2021-09-28 00:00:00 BUY $378.97 2 $6,658.82 $0.76 10 $-3,341.18 $-1,325.13
2021-11-25 00:00:00 SELL $257.77 10 $80,306.59 $2.58 0 $70,306.59 $0.00
2022-01-29 00:00:00 SELL $349.86 1 $69,072.01 $0.35 23 $59,072.01 $-364,976.84
2022-01-30 00:00:00 SELL $239.92 24 $56,804.38 $5.76 91 $46,804.38 $-310,303.43
2022-04-10 00:00:00 BUY $221.37 104 $120,356.48 $23.02 173 $110,356.48 $-670,776.31
2022-04-10 00:00:00 BUY $210.94 180 $120,680.06 $37.97 265 $110,680.06 $-708,016.87
2022-05-04 00:00:00 SELL $166.34 1 $75,564.00 $0.17 0 $65,564.00 $0.00
2022-07-04 00:00:00 BUY $282.53 5 $7,025.29 $1.41 5 $-2,974.71 $-5,361.82
2022-07-09 00:00:00 SELL $470.24 5 $74,624.07 $2.35 12 $64,624.07 $-358,258.44
2022-08-18 00:00:00 SELL $452.43 19 $45,195.16 $8.60 14 $35,195.16 $-102,094.63
2022-09-11 00:00:00 BUY $158.64 3 $8,196.93 $0.48 3 $-1,803.07 $-7,711.21
2022-10-16 00:00:00 SELL $370.09 32 $132,614.31 $11.84 101 $122,614.31 $-671,693.65
2022-11-22 00:00:00 SELL $216.32 4 $60,671.28 $0.87 15 $50,671.28 $-116,595.03
2022-12-14 00:00:00 SELL $451.60 17 $133,246.12 $7.68 64 $123,246.12 $-553,039.54
2022-12-29 00:00:00 SELL $273.65 1 $78,565.75 $0.27 0 $68,565.75 $0.00
2023-02-05 00:00:00 SELL $498.46 11 $77,443.06 $5.48 2 $67,443.06 $-152,160.75
2023-02-08 00:00:00 SELL $328.48 21 $78,866.60 $6.90 22 $68,866.60 $-180,178.53
2023-03-04 00:00:00 BUY $277.31 48 $140,159.46 $13.31 51 $130,159.46 $-582,215.00
2023-04-18 00:00:00 BUY $120.67 14 $10,741.91 $1.69 31 $741.91 $-29,418.36
2023-04-27 00:00:00 SELL $375.65 1 $17,758.47 $0.38 2 $7,758.47 $-23,009.08
2023-04-30 00:00:00 SELL $329.94 5 $8,673.33 $1.65 0 $-1,326.67 $0.00
2023-06-11 00:00:00 SELL $407.90 6 $17,169.83 $2.45 26 $7,169.83 $-33,709.88
2023-07-18 00:00:00 SELL $455.84 1 $8,685.82 $0.46 0 $-1,314.18 $0.00
2023-08-08 00:00:00 BUY $435.84 38 $61,987.25 $16.56 38 $51,987.25 $-324,944.66
2023-09-04 00:00:00 BUY $152.54 33 $71,975.36 $5.03 43 $61,975.36 $-175,812.32
2023-09-21 00:00:00 BUY $187.52 11 $13,179.97 $2.06 11 $3,179.97 $-32,785.76
2023-09-28 00:00:00 SELL $484.11 1 $62,476.97 $0.48 0 $52,476.97 $0.00
2024-02-02 00:00:00 SELL $240.96 22 $16,700.97 $5.30 7 $6,700.97 $-39,575.98
2024-02-20 00:00:00 BUY $185.75 17 $12,432.99 $3.16 17 $2,432.99 $-26,843.59
2024-02-27 00:00:00 BUY $475.83 2 $29,332.84 $0.95 50 $19,332.84 $-83,685.76
2024-04-11 00:00:00 BUY $405.54 11 $20,058.79 $4.46 38 $10,058.79 $-79,962.26
2024-04-21 00:00:00 SELL $353.09 56 $83,368.94 $19.77 4 $73,368.94 $-207,185.17
2024-05-17 00:00:00 SELL $305.43 1 $24,164.03 $0.31 0 $14,164.03 $0.00
2024-06-11 00:00:00 SELL $135.90 4 $13,723.05 $0.54 7 $3,723.05 $-35,959.91
2024-08-17 00:00:00 SELL $457.45 37 $137,835.05 $16.93 35 $127,835.05 $-505,468.95
2024-10-10 00:00:00 SELL $291.51 14 $153,483.88 $4.08 3 $143,483.88 $-595,483.53
2024-10-11 00:00:00 SELL $144.37 10 $23,000.21 $1.44 18 $13,000.21 $-44,320.08
2024-10-16 00:00:00 SELL $150.20 2 $75,523.66 $0.30 2 $65,523.66 $-372,723.33
2024-12-20 00:00:00 SELL $256.31 2 $82,268.31 $0.51 0 $72,268.31 $0.00
2024-12-28 00:00:00 SELL $186.93 6 $61,668.95 $1.12 2 $51,668.95 $-134,886.26
2024-12-29 00:00:00 BUY $195.33 76 $95,120.98 $14.85 416 $85,120.98 $-750,491.20
2025-01-23 00:00:00 BUY $389.62 37 $143,377.60 $14.42 37 $133,377.60 $-567,526.33
2025-02-11 00:00:00 SELL $119.75 16 $25,588.09 $1.92 0 $15,588.09 $0.00
2025-02-21 00:00:00 BUY $222.81 26 $16,634.65 $5.79 29 $6,634.65 $-49,368.57
2025-05-14 00:00:00 SELL $261.46 99 $120,926.47 $25.88 72 $110,926.47 $-502,654.35
2025-06-10 00:00:00 SELL $339.26 5 $24,694.82 $1.70 13 $14,694.82 $-42,508.31
2025-06-29 00:00:00 SELL $381.26 2 $94,087.45 $0.76 7 $84,087.45 $-387,525.29
SUMMARY (268 total orders) $94,087.45 $1837.05 - $38.81% -

OSMIUM

Best: Svm Rnn ⏰ 1d
PSR
0.563
Sharpe Ratio
0.357
Total Orders
421
Net Profit
38.50%
Average Win
15.09%
Average Loss
-7.48%
Annual Return
38.50%
Max Drawdown
-8.72%
Win Rate
0.6%
Profit/Loss Ratio
7.69
Alpha
0.165
Beta
1.352
Sortino Ratio
0.751
Total Fees
$2,648.98
Strategy Capacity
$3,117,227
Portfolio Turnover
1.01%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Svm Rnn 1d 2.411 0.8% -29.4% 0.4% 🏆 BEST
2 Donchian Channels Breakout 1d 2.385 79.8% -22.2% 0.3%
3 Weekly Breakout 1d 2.271 -6.2% -14.0% 0.4%
4 Decision Tree 1d 2.268 34.0% -14.1% 0.3%
5 Stan Weinstein 1d 2.165 64.7% -13.2% 0.4%
6 Decision Tree 2 1d 2.137 76.1% -25.7% 0.6%
7 Linear Regression Pca 1d 2.111 10.0% -17.8% 0.4%
8 Bullish Engulfing 1d 2.095 16.7% -17.0% 0.7%
9 Ride The Aggression 1d 2.064 29.9% -15.0% 0.4%
10 Rsi 1d 2.012 45.1% -18.3% 0.4%
11 Machine Learning Rsi 1d 1.960 64.4% -25.1% 0.5%
12 Markov 1d 1.881 31.9% -10.4% 0.7%
13 Buyandhold 1d 1.730 -3.7% -28.0% 0.6%
14 Decision Tree 3 1d 1.714 -1.9% -9.5% 0.6%
15 Trend Risk Protection 1d 1.672 -14.1% -19.7% 0.5%
16 Lazy Trend Follower 1d 1.485 -10.7% -6.2% 0.4%
17 Turtle Trading 1d 1.480 10.9% -16.5% 0.3%
18 Stable Mean Revert 1d 1.398 11.1% -28.5% 0.6%
19 Bitcoin 1d 1.299 44.2% -27.8% 0.6%
20 Russell Rebalancing Strategy 1d 1.270 35.9% -17.7% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-01-14 00:00:00 SELL $446.74 31 $66,852.82 $13.85 7 $56,852.82 $-229,868.59
2023-01-24 00:00:00 BUY $359.86 158 $190,747.45 $56.86 299 $180,747.45 $-647,973.81
2023-01-31 00:00:00 SELL $402.29 46 $53,216.40 $18.51 9 $43,216.40 $-192,406.22
2023-03-04 00:00:00 SELL $491.43 104 $598,745.56 $51.11 514 $588,745.56 $-1,326,695.32
2023-03-28 00:00:00 SELL $260.20 1 $8,696.34 $0.26 0 $-1,303.66 $0.00
2023-04-02 00:00:00 SELL $105.83 1 $6,248.42 $0.11 0 $-3,751.58 $0.00
2023-04-03 00:00:00 BUY $137.09 153 $188,050.11 $20.97 285 $178,050.11 $-566,392.50
2023-04-27 00:00:00 BUY $179.05 360 $167,492.70 $64.46 1,483 $157,492.70 $-2,298,534.74
2023-04-27 00:00:00 SELL $493.95 2 $370,450.58 $0.99 0 $360,450.58 $0.00
2023-05-31 00:00:00 SELL $470.61 2 $124,981.52 $0.94 8 $114,981.52 $-312,450.85
2023-06-16 00:00:00 SELL $255.11 1 $38,039.80 $0.26 0 $28,039.80 $0.00
2023-06-27 00:00:00 BUY $349.55 32 $103,142.57 $11.19 127 $93,142.57 $-341,399.38
2023-07-14 00:00:00 SELL $220.84 2 $8,700.82 $0.44 2 $-1,299.18 $-1,297.00
2023-08-05 00:00:00 SELL $384.69 99 $106,775.02 $38.08 75 $96,775.02 $-282,808.87
2023-08-13 00:00:00 SELL $484.71 70 $115,447.14 $33.93 101 $105,447.14 $-403,538.70
2023-08-19 00:00:00 BUY $230.84 128 $318,991.38 $29.55 131 $308,991.38 $-916,820.96
2023-08-20 00:00:00 BUY $461.47 1 $3,616.99 $0.46 1 $-6,383.01 $-42,478.38
2023-10-29 00:00:00 SELL $472.73 181 $193,625.86 $85.56 5 $183,625.86 $-480,565.09
2023-11-03 00:00:00 SELL $95.66 1 $350,102.28 $0.10 0 $340,102.28 $0.00
2024-01-13 00:00:00 SELL $429.45 2 $128,090.04 $0.86 0 $118,090.04 $0.00
2024-02-23 00:00:00 SELL $141.10 173 $594,756.22 $24.41 453 $584,756.22 $-1,900,714.63
2024-02-26 00:00:00 SELL $264.81 1 $3,487.10 $0.26 2 $-6,512.90 $-42,410.23
2024-03-02 00:00:00 SELL $478.71 13 $25,614.16 $6.22 36 $15,614.16 $-53,440.04
2024-03-16 00:00:00 SELL $345.01 6 $16,783.48 $2.07 7 $6,783.48 $-59,086.31
2024-04-11 00:00:00 SELL $93.38 7 $52,270.13 $0.65 29 $42,270.13 $-202,050.87
2024-04-22 00:00:00 SELL $130.84 4 $7,307.98 $0.52 3 $-2,692.02 $-27,356.68
2024-04-27 00:00:00 SELL $343.54 1 $127,231.99 $0.34 2 $117,231.99 $-315,528.66
2024-05-05 00:00:00 SELL $281.84 5 $9,995.23 $1.41 0 $-4.77 $0.00
2024-08-01 00:00:00 BUY $345.91 1 $5,390.86 $0.35 1 $-4,609.14 $-34,180.64
2024-08-27 00:00:00 SELL $229.23 2 $10,395.89 $0.46 5 $395.89 $-13,797.76
2024-09-01 00:00:00 BUY $136.51 164 $88,725.25 $22.39 258 $78,725.25 $-328,186.39
2024-09-05 00:00:00 SELL $199.45 100 $247,662.45 $19.94 141 $237,662.45 $-727,450.15
2024-09-09 00:00:00 BUY $323.49 38 $29,621.65 $12.29 41 $19,621.65 $-60,015.81
2024-10-15 00:00:00 SELL $123.96 4 $5,111.75 $0.50 1 $-4,888.25 $-34,070.09
2024-11-04 00:00:00 SELL $287.03 34 $367,019.97 $9.76 11 $357,019.97 $-2,646,491.58
2024-11-06 00:00:00 BUY $451.42 100 $140,199.17 $45.14 278 $130,199.17 $-403,244.14
2024-11-09 00:00:00 SELL $449.19 6 $334,132.55 $2.70 72 $324,132.55 $-2,815,948.08
2024-11-11 00:00:00 BUY $431.22 49 $87,800.30 $21.13 150 $77,800.30 $-360,438.93
2024-11-14 00:00:00 BUY $366.32 27 $96,241.66 $9.89 134 $86,241.66 $-304,427.39
2024-11-17 00:00:00 BUY $287.53 2 $3,669.46 $0.58 2 $-6,330.54 $-43,801.26
2024-12-16 00:00:00 SELL $233.57 49 $99,714.30 $11.44 120 $89,714.30 $-397,093.79
2025-01-15 00:00:00 BUY $151.14 102 $177,146.43 $15.42 280 $167,146.43 $-839,216.34
2025-02-06 00:00:00 SELL $229.12 26 $11,530.08 $5.96 14 $1,530.08 $-51,056.67
2025-02-23 00:00:00 SELL $167.99 8 $42,513.52 $1.34 7 $32,513.52 $-164,191.06
2025-03-18 00:00:00 BUY $469.86 2 $5,392.07 $0.94 6 $-4,607.93 $-28,804.76
2025-04-18 00:00:00 SELL $466.73 4 $49,692.76 $1.87 0 $39,692.76 $0.00
2025-05-23 00:00:00 SELL $163.76 83 $199,312.55 $13.59 227 $189,312.55 $-780,265.38
2025-06-23 00:00:00 SELL $379.62 17 $357,954.91 $6.45 1 $347,954.91 $-2,706,647.01
2025-07-01 00:00:00 SELL $263.52 1 $353,425.52 $0.26 0 $343,425.52 $0.00
2025-07-04 00:00:00 BUY $249.12 3 $4,834.00 $0.75 3 $-5,166.00 $-34,125.11
SUMMARY (388 total orders) $4,834.00 $6931.06 - $38.50% -

RUTHENIUM

Best: Bollinger Bands ⏰ 1d
PSR
0.946
Sharpe Ratio
1.974
Total Orders
332
Net Profit
37.55%
Average Win
33.10%
Average Loss
-2.05%
Annual Return
37.55%
Max Drawdown
-12.67%
Win Rate
0.4%
Profit/Loss Ratio
4.27
Alpha
0.171
Beta
1.845
Sortino Ratio
1.011
Total Fees
$2,258.47
Strategy Capacity
$4,600,056
Portfolio Turnover
1.45%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bollinger Bands 1d 2.443 9.8% -26.3% 0.6% 🏆 BEST
2 Macd 1d 2.435 68.8% -24.5% 0.5%
3 Decision Tree 1d 2.405 10.2% -28.6% 0.5%
4 Stable Mean Revert 1d 2.378 -7.3% -12.6% 0.7%
5 Bitcoin 1d 2.375 13.8% -20.9% 0.5%
6 Trend Risk Protection 1d 2.362 18.7% -14.4% 0.5%
7 Support Vector Machines 1d 2.307 72.2% -9.1% 0.3%
8 Rsi 1d 2.206 18.1% -9.8% 0.3%
9 Weekly Breakout 1d 2.152 -1.5% -6.3% 0.5%
10 Svm Rnn 1d 2.146 54.2% -14.8% 0.7%
11 Pullback 1d 2.063 66.0% -11.5% 0.4%
12 Linear Regression Pca 1d 1.995 48.4% -24.5% 0.4%
13 Turtle Trading 1d 1.991 37.6% -5.3% 0.6%
14 Stan Weinstein 1d 1.972 3.6% -12.8% 0.4%
15 Crude Oil 1d 1.959 47.8% -22.6% 0.3%
16 Long Short Term Memory Neural Network 1d 1.755 49.4% -7.5% 0.3%
17 Inside Day 1d 1.626 63.2% -8.9% 0.6%
18 Buyandhold 1d 1.556 27.0% -19.1% 0.5%
19 Decision Tree 2 1d 1.326 42.7% -15.6% 0.4%
20 Larry Williams 1d 1.288 54.7% -18.3% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-10-29 00:00:00 SELL $51.85 3 $305,111.02 $0.16 4 $295,111.02 $-1,621,277.72
2022-11-01 00:00:00 SELL $487.26 4 $88,118.71 $1.95 5 $78,118.71 $-232,453.47
2022-12-01 00:00:00 SELL $438.56 1 $84,873.74 $0.44 0 $74,873.74 $0.00
2022-12-05 00:00:00 BUY $363.67 15 $18,255.03 $5.46 19 $8,255.03 $-11,812.06
2022-12-18 00:00:00 SELL $483.76 4 $13,153.49 $1.94 3 $3,153.49 $-4,277.92
2022-12-21 00:00:00 SELL $448.19 2 $71,068.58 $0.90 1 $61,068.58 $-177,359.42
2022-12-24 00:00:00 BUY $147.64 36 $23,211.15 $5.31 83 $13,211.15 $-54,615.49
2023-01-08 00:00:00 SELL $373.04 19 $63,047.54 $7.09 14 $53,047.54 $-166,954.61
2023-01-12 00:00:00 SELL $266.08 58 $95,862.56 $15.43 25 $85,862.56 $-486,935.21
2023-01-14 00:00:00 BUY $236.01 7 $196,760.86 $1.65 231 $186,760.86 $-1,156,528.30
2023-01-19 00:00:00 BUY $396.01 7 $40,993.26 $2.77 107 $30,993.26 $-184,507.07
2023-02-01 00:00:00 SELL $71.97 34 $224,128.20 $2.45 92 $214,128.20 $-1,043,316.19
2023-02-06 00:00:00 SELL $420.39 28 $60,151.46 $11.77 115 $50,151.46 $-328,407.26
2023-03-05 00:00:00 SELL $393.48 1 $223,472.56 $0.39 1 $213,472.56 $-1,159,296.48
2023-03-31 00:00:00 BUY $317.09 14 $55,709.51 $4.44 14 $45,709.51 $-201,486.42
2023-04-08 00:00:00 SELL $257.24 3 $55,193.51 $0.77 11 $45,193.51 $-133,183.50
2023-06-01 00:00:00 SELL $330.55 21 $304,955.61 $6.94 7 $294,955.61 $-1,619,171.29
2023-06-09 00:00:00 BUY $135.71 172 $152,064.67 $23.34 497 $142,064.67 $-1,068,899.10
2023-06-09 00:00:00 SELL $492.68 88 $227,600.52 $43.36 227 $217,600.52 $-1,665,915.37
2023-06-26 00:00:00 SELL $388.44 11 $221,954.61 $4.27 5 $211,954.61 $-1,157,747.75
2023-08-08 00:00:00 SELL $416.39 89 $78,015.23 $37.06 18 $68,015.23 $-222,156.95
2023-10-13 00:00:00 SELL $295.84 71 $221,683.51 $21.00 126 $211,683.51 $-1,012,662.42
2023-10-28 00:00:00 SELL $195.67 19 $296,857.39 $3.72 26 $286,857.39 $-749,502.36
2023-12-02 00:00:00 SELL $109.48 13 $42,370.08 $1.42 9 $32,370.08 $-103,093.39
2024-01-12 00:00:00 SELL $334.33 18 $285,267.88 $6.02 49 $275,267.88 $-1,464,222.20
2024-01-15 00:00:00 SELL $420.08 2 $285,924.30 $0.84 0 $275,924.30 $0.00
2024-01-31 00:00:00 SELL $473.51 3 $26,071.81 $1.42 8 $16,071.81 $-41,200.72
2024-02-16 00:00:00 SELL $234.52 43 $95,260.70 $10.08 19 $85,260.70 $-499,796.97
2024-03-16 00:00:00 SELL $376.55 10 $33,587.75 $3.77 205 $23,587.75 $-58,820.28
2024-03-21 00:00:00 BUY $329.09 83 $127,745.36 $27.31 154 $117,745.36 $-535,708.30
2024-04-03 00:00:00 SELL $97.38 89 $175,430.43 $8.67 325 $165,430.43 $-1,104,700.52
2024-04-29 00:00:00 SELL $260.47 4 $41,176.17 $1.04 0 $31,176.17 $0.00
2024-05-02 00:00:00 SELL $289.86 2 $242,030.78 $0.58 27 $232,030.78 $-1,042,111.63
2024-05-14 00:00:00 BUY $278.06 172 $157,103.57 $47.83 330 $147,103.57 $-804,300.51
2024-07-01 00:00:00 BUY $255.00 12 $9,035.32 $3.06 12 $-964.68 $390.78
2024-09-12 00:00:00 SELL $275.25 63 $241,451.64 $17.34 29 $231,451.64 $-1,041,955.60
2024-09-20 00:00:00 SELL $250.00 7 $16,312.36 $1.75 31 $6,312.36 $-21,128.53
2024-10-06 00:00:00 BUY $352.95 6 $14,564.08 $2.12 38 $4,564.08 $-13,348.96
2024-11-09 00:00:00 SELL $344.64 1 $60,299.71 $0.34 0 $50,299.71 $0.00
2024-12-02 00:00:00 SELL $56.04 65 $52,800.79 $3.64 25 $42,800.79 $-203,345.57
2024-12-04 00:00:00 SELL $123.39 39 $58,892.63 $4.81 0 $48,892.63 $0.00
2024-12-28 00:00:00 SELL $190.16 5 $56,143.36 $0.95 6 $46,143.36 $-134,872.16
2025-01-16 00:00:00 SELL $212.04 36 $67,777.35 $7.63 79 $57,777.35 $-360,000.50
2025-03-11 00:00:00 SELL $460.60 1 $60,153.23 $0.46 0 $50,153.23 $0.00
2025-04-16 00:00:00 BUY $260.64 45 $31,832.89 $11.73 46 $21,832.89 $-76,819.71
2025-05-01 00:00:00 SELL $321.73 13 $24,985.53 $4.18 3 $14,985.53 $-31,704.98
2025-05-26 00:00:00 SELL $148.01 24 $239,703.26 $3.55 190 $229,703.26 $-1,309,187.53
2025-06-27 00:00:00 BUY $295.07 12 $30,853.86 $3.54 44 $20,853.86 $-87,555.00
2025-07-08 00:00:00 SELL $340.04 1 $41,765.95 $0.34 19 $31,765.95 $-100,438.12
2025-07-09 00:00:00 SELL $285.64 2 $23,671.48 $0.57 19 $13,671.48 $-39,561.73
SUMMARY (317 total orders) $23,671.48 $3916.24 - $37.55% -